Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points

DOI10.2307/1999924zbMath0521.28009OpenAlexW4245744231MaRDI QIDQ3671423

Richard S. Ellis, Jay S. Rosen

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/1999924

zbMATH Keywords

asymptotic expansionslimit theoremsabstract Wiener spacesminimum pointGaussian function space integralsGaussian integrals on a real separable Hilbert space

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Convergence of probability measures (60B10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (18)

Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima ⋮ Multiple critical behavior of probabilistic limit theorems in the neighborhood of a tricritical point ⋮ Sharp asymptotics of large deviations in \(\mathbb{R}^ d\) ⋮ Stationary phase method in infinite dimensions by finite dimensional approximations: Applications to the Schrödinger equation ⋮ The Laplace integral and probabilities of moderate deviations in \(R^ k\) ⋮ Asymptotic expansions for Laplace transforms of Markov processes ⋮ Exact Laplace-type asymptotic formulas for the Bogoliubov Gaussian measure: the set of minimum points of the action functional ⋮ Symmetries and zero modes in sample path large deviations ⋮ Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems ⋮ Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions ⋮ Laplace approximations for sums of independent random vectors ⋮ The Laplace method for Gaussian measures and integrals in Banach spaces ⋮ Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables ⋮ Functional integrals for the Bogoliubov Gaussian measure: exact asymptotic forms ⋮ Laplace approximation for stochastic line integrals ⋮ Asymptotics of Gaussian integrals in infinite dimensions ⋮ Approximations of the sum of states by Laplace's method for a system of particles with a finite number of energy levels and application to limit theorems ⋮ Semiclassical limit of Liouville field theory

Cites Work

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• Laplace's method for Gaussian integrals with an application to statistical mechanics
• The Support of Gaussian Measures on Banach Spaces
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Theorems on the Action Functional for Gaussian Random Functions
• Asymptotic probabilities and differential equations
• Some Asymptotic Formulas for Wiener Integrals
• Gaussian Processes and Hammerstein Integral Equations

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