Simple upper and lower bounds for the multivariate Laplace approximation

DOI10.1016/J.JAT.2014.06.011MaRDI QIDQ401425zbMATHOpenAlexFDO

Authors T. Inglot, Piotr Majerski

Publication date 26 August 2014

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.00302

zbMATH Keywords

error boundsmultiple integralsasymptotic approximation of integralsmultidimensional Laplace approximation

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Multidimensional problems (41A63)

Abstract: The paper provides new upper and lower bounds for the multivariate Laplace approximation under weak local assumptions. Their range of validity is also given. An application to an integral arising in the extension of the Dixon's identity is presented. The paper both generalizes and complements recent results by Inglot and Majerski and removes their superfluous assumption on vanishing of the third order partial derivatives of the exponent function.

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