An explicit formula for the coefficients in Laplace's method

DOI10.1007/S00365-013-9202-6MaRDI QIDQ387540zbMATH OpenOpenAlexFDO

Authors Gergő Nemes

Publication date 23 December 2013

Published in Constructive Approximation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1207.5222

zbMATH Keywords

asymptotic expansionsLaplace's methodPerron's formulapartial Bell polynomialspotential polynomials

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Abstract: Laplace's method is one of the fundamental techniques in the asymptotic approximation of integrals. The coefficients appearing in the resulting asymptotic expansion, arise as the coefficients of a convergent or asymptotic series of a function defined in an implicit form. Due to the tedious computation of these coefficients, most standard textbooks on asymptotic approximations of integrals do not give explicit formulas for them. Nevertheless, we can find some more or less explicit representations for the coefficients in the literature: Perron's formula gives them in terms of derivatives of an explicit function; Campbell, Fr"oman and Walles simplified Perron's method by computing these derivatives using an explicit recurrence relation. The most recent contribution is due to Wojdylo, who rediscovered the Campbell, Fr"oman and Walles formula and rewrote it in terms of partial ordinary Bell polynomials. In this paper, we provide an alternative representation for the coefficients, which contains ordinary potential polynomials. The proof is based on Perron's formula and a theorem of Comtet. The asymptotic expansions of the gamma function and the incomplete gamma function are given as illustrations.

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• Re-thinking high-dimensional mathematical statistics. Abstracts from the workshop held May 15--21, 2022
• Asymptotic expansions for the radii of starlikeness of normalised Bessel functions
• Asymptotics of Saran's hypergeometric function \(F_K\)
• An algorithm for the evaluation of the incomplete gamma function
• The resurgence properties of the large-order asymptotics of the Hankel and Bessel functions
• On the coefficients that arise from Laplace's method
• Asymptotic expansions for the incomplete gamma function in the transition regions
• De Moivre and Bell polynomials
• Globally exact asymptotics for integrals with arbitrary order saddles

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