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.
| Original language | English |
|---|---|
| Pages (from-to) | 759-778 |
| Number of pages | 20 |
| Journal | Statistics, Optimization and Information Computing |
| Volume | 7 |
| Issue number | 4 |
| DOIs | |
| State | Published - 2019 |
Bibliographical note
Publisher Copyright:© 2019 International Academic Press.
Funding
The first author has been partially supported by the Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni (GNAMPA) of the Istituto Nazionale di Alta Matematica (INdAM) and by Università degli Studi di Napoli Parthenope through the project “sostegno alla Ricerca individuale”.
| Funders | Funder number |
|---|---|
| GNAMPA | |
| Istituto Nazionale di Alta Matematica "Francesco Severi" | |
| Gruppo Nazionale per l'Analisi Matematica, la Probabilità e le loro Applicazioni | |
| Università degli Studi di Napoli Parthenope |
Keywords
- Cramer's condition
- Exponential and ordinary tail of distribution
- Fenchel-Morau theorem
- Laplace or exponential integrals
- Lebesgue measure
- Measurable space
- Moment generating functions
- Random variable and random vector
- Regional and ordinary Young-Fenchel transform
- Regular and slowly varying functions
- Saddle-point method