Asymptotic and non-asymptotic estimates for multivariate Laplace integrals
Maria Rosaria Formica, Eugeny Ostrovsky, Leonid Sirota
TL;DR
This paper develops both asymptotic and non-asymptotic estimates for multivariate Laplace integrals, which can be applied to Tauberian theorems for random vectors, enhancing analytical tools in probability theory.
Contribution
It introduces new bilateral asymptotic and non-asymptotic estimates for multivariate Laplace integrals, expanding the theoretical framework for their analysis.
Findings
Derived bilateral asymptotic estimates
Established non-asymptotic bounds
Applied results to Tauberian theorems for random vectors
Abstract
We derive bilateral asymptotic as well as non-asymptotic estimates for the multivariate Laplace integrals. Possible applications: Tauberian theorems for random vectors.
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Taxonomy
TopicsStochastic processes and financial applications · Probability and Risk Models · Geometry and complex manifolds