Gatto, Riccardo (2017). Large Deviations Approximations to Distributions of the Total Distance of Compound Random Walks with von Mises Directions. Methodology and Computing in Applied Probability, 19(3), pp. 843864. Springer 10.1007/s1100901695236

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This article considers the planar random walk where the direction taken by each consecutive step follows the von Mises distribution and where the number of steps of the random walk is determined by the class of inhomogeneous birth processes. Saddlepoint approximations to the distribution of the total distance covered by the random walk, i.e. of the length of the resultant vector of the individual steps, are proposed. Specific formulae are derived for the inhomogeneous Poisson process and for processes with linear contagion, which are the binomial and the negative binomial processes. A numerical example confirms the high accuracy of the proposed saddlepoint approximations.
Item Type: 
Journal Article (Original Article) 

Division/Institute: 
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science 
UniBE Contributor: 
Gatto, Riccardo 
Subjects: 
500 Science > 510 Mathematics 
ISSN: 
13875841 
Publisher: 
Springer 
Language: 
English 
Submitter: 
Lutz Dümbgen 
Date Deposited: 
25 Nov 2016 14:15 
Last Modified: 
05 Dec 2022 14:59 
Publisher DOI: 
10.1007/s1100901695236 
BORIS DOI: 
10.7892/boris.89301 
URI: 
https://boris.unibe.ch/id/eprint/89301 