Asymptotic and non-asymptotic estimates for multivariate Laplace integrals

  • Maria Rosaria Formica Università Parthenope di Napoli
  • Eugeny Ostrovsky Bar-Ilan University, Department of Mathematic and Statistic
  • Leonid Sirota Bar-Ilan University, Department of Mathematic and Statistic
DOI: https://doi.org/10.19139/soic-2310-5070-806
Keywords: Laplace or exponential integrals, Fenchel-Morau theorem, random variable and random vector, exponential and ordinary tail of distribution

Abstract

We derive bilateral  asymptotic  as well as non-asymptotic estimates for the multivariate Laplace integrals. Furthermore, we provide multidimensional Tauberian theorems for exponential integrals.

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Published
2019-12-01
How to Cite
Formica, M. R., Ostrovsky, E., & Sirota, L. (2019). Asymptotic and non-asymptotic estimates for multivariate Laplace integrals. Statistics, Optimization & Information Computing, 7(4), 759-778. https://doi.org/10.19139/soic-2310-5070-806
Issue
Vol 7 No 4 (2019)
Section
Research Articles
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