Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations (Q1062348)

Main aim of the paper is to provide an exact representation of (what the author calls) Laplace-Gauss integrals in \({\mathbb{R}}^ k\), i.e. integrals of type \(I(\lambda)=\int_{\lambda A}\exp (-\| x\|^ 2/2)\mu^{(k)}(dx)\), where \(\lambda >0\) is a parameter, A is a k- dimensional Borel set, and \(\| \cdot \|\) resp. \(\mu^{(k)}\) denote the Euclidean norm resp. Lebesgue measure in \({\mathbb{R}}^ k\). Such a representation turns out to be very useful, for instance, in multivariate moderate deviation theory, which is illustrated by two examples.