Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points

DOI10.2307/1999924zbMATH Open0521.28009OpenAlexW4245744231MaRDI QIDQ3671423FDOQ3671423

Authors: Richard S. Ellis, Jay 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

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

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Cited In (19)

• 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
• Stationary phase method in infinite dimensions by finite dimensional approximations: Applications to the Schrödinger equation
• Sharp asymptotics of large deviations in \(\mathbb{R}^ d\)
• Lyapunov exponents and synchronisation by noise for systems of SPDEs
• The Laplace method for Gaussian measures and integrals in Banach spaces
• Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
• Laplace approximation for stochastic line integrals
• Semiclassical limit of Liouville field theory
• Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima
• Functional integrals for the Bogoliubov Gaussian measure: exact asymptotic forms
• 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
• 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
• Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables
• Multiple critical behavior of probabilistic limit theorems in the neighborhood of a tricritical point
• The Laplace integral and probabilities of moderate deviations in \(R^ k\)
• Asymptotic expansions for Laplace transforms of Markov processes

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