Asymptotics and bounds for multivariate Gaussian tails

Journal of Theoretical Probability

Volumn 18, Issue 1, 2005, Pages 79-97

  Hashorva, Enkelejd ^a  

^a UNIVERSITY OF BERN   (Switzerland)

Author keywords

Brownian bridge; Discrete boundary crossing; Gaussian random sequences; Quadratic programming; Tail asymptotics

Indexed keywords

EID: 16244405254     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10959-004-2577-3     Document Type: Article

References (18)

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