arXiv (math.PR)
2026-06-15 12:00
DOI:
arXiv:2509.05664
Asymptotic analysis of the normal inverse Gaussian cumulative distribution
作者:
摘要 / Abstract
arXiv:2509.05664v2 Announce Type: replace-cross
Abstract: Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal Gaussian distribution or complementary error function.