Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points

DOI10.2307/1999924MaRDI QIDQ3671423zbMATH OpenOpenAlexFDO

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)

Cites work

• scientific article; zbMATH DE number 3116942 (Why is no real title available?)
• scientific article; zbMATH DE number 3117699 (Why is no real title available?)
• scientific article; zbMATH DE number 3941846 (Why is no real title available?)
• scientific article; zbMATH DE number 3653241 (Why is no real title available?)
• scientific article; zbMATH DE number 3676222 (Why is no real title available?)
• scientific article; zbMATH DE number 3764853 (Why is no real title available?)
• scientific article; zbMATH DE number 3574436 (Why is no real title available?)
• scientific article; zbMATH DE number 3288044 (Why is no real title available?)
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Asymptotic probabilities and differential equations
• Gaussian Processes and Hammerstein Integral Equations
• Laplace's method for Gaussian integrals with an application to statistical mechanics
• Some Asymptotic Formulas for Wiener Integrals
• The Support of Gaussian Measures on Banach Spaces
• Theorems on the Action Functional for Gaussian Random Functions

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
• Laplace approximation for stochastic line integrals
• Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
• Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima
• Semiclassical limit of Liouville field theory
• 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
• 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
• Asymptotics of Gaussian integrals in infinite dimensions
• 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

This page was built for publication: Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3671423)