Asymptotics and bounds for multivariate Gaussian tails
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Publication:1776117
DOI10.1007/s10959-004-2577-3zbMath1065.60017OpenAlexW1983379147MaRDI QIDQ1776117
Publication date: 20 May 2005
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://boris.unibe.ch/117477/1/10959_2004_Article_2577.pdf
Brownian bridgeQuadratic programmingGaussian random sequencesDiscrete boundary crossingTail asymptotics
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- On multivariate Gaussian tails
- On asymptotics of multivariate integrals with applications to records
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