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Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks - MaRDI portal

Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks (Q1678526)

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scientific article; zbMATH DE number 6808443
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Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
scientific article; zbMATH DE number 6808443

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    Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks (English)
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    17 November 2017
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    Bessel function
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    directional distribution
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    large deviations approximation
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    relative error
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    resultant length
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