A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors
For the probabilities of large deviations of Gaussian random vectors an asymptotic expansion is derived. The approach of calculating higher-order coefficients is based on studying the behaviour of surface integrals near the points where the normal density is maximal. The main idea is combining considerations concerning global and local geometric properties of Gaussian laws and large deviation domains.
scientific article; zbMATH DE number 954544