Abstract
This paper provides an asymptotic evaluation of the quadrant probability P( Y 1⩽ b,…, Y t ⩽ b) as t→∞, where the Y i 's are exchangeable normals with a correlation ρ. This probability is often represented as ∫ −∞ ∞ Φ t(x) dΦ(a 1/2(x−b)) , where Φ is the standard normal distribution, and a=(1− ρ)/ ρ.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
