Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises–Fisher random walks
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DOI: 10.3103/s1066530717010021
Abstract: This article considers the random walk over Rp, with p ≥ 2, where the directions taken by the individual steps follow either the isotropic or the vonMises–Fisher distributions. Saddlepoint approximations to the density and to… read more here.
Keywords: approximations distribution; total distance; saddlepoint approximations; distribution total ... See more keywords