Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions

DOI10.1007/s11009-016-9523-6zbMath1403.62092OpenAlexW2530402427MaRDI QIDQ1707047

Riccardo Gatto

Publication date: 28 March 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/89301/8/paper5.pdf

zbMATH Keywords

saddlepoint approximationrandom walksbinomial distributioncircular distributionresultant lengthdefective densitynegative binomial and Poisson processes

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks, Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk

Uses Software

• CircStats
• circular

Cites Work

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