Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions

DOI10.3150/18-BEJ1093zbMath1429.62173OpenAlexW2974933342MaRDI QIDQ2325375

Ronald W. Butler, Andrew T. A. Wood

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1569398769

zbMATH Keywords

saddlepoint approximationregular variationcompound distributionTauberian argumentsfirst-passage distribution

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Large deviations (60F10) Reliability and life testing (62N05)

Related Items (3)

Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes ⋮ Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions ⋮ Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions

Uses Software

• DLMF

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