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Computation of the exact asymptotic behavior of certain Gaussian large deviations

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Abstract

The asymptotic behavior of the distribution function and the density of certain Gaussian large deviations is investigated.

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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 184, pp. 189–199, 1990.

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Lifshits, M.A. Computation of the exact asymptotic behavior of certain Gaussian large deviations. J Math Sci 68, 531–539 (1994). https://doi.org/10.1007/BF01254278

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