Gaussian probabilities of large deviation for fixed or increasing dimension

zbMath0828.60019MaRDI QIDQ1896822

V. R. Fatalov, Wolf-Dieter Richter

Publication date: 12 December 1995

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

zbMATH Keywords

large deviationsMinkowski functionalsGaussian vectorsfunctionals of Gaussian random vectors

Mathematics Subject Classification ID

Large deviations (60F10)

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Continuous \(l_{n,p}\)-symmetric distributions ⋮ Asymptotic behaviour of a test statistic for detection of change in mean of vectors

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