The Laplace method for probability measures in Banach spaces

DOI10.1070/RM1995V050N06ABEH002635zbMATH Open0871.46020MaRDI QIDQ4891237FDOQ4891237

Publication date: 18 September 1997

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Laplace approximation probability distribution covariance structure asymptotic expression Gaussian integral infinite-dimensional asymptotic analysis non-traditional version of the Laplace method

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Measures and integration on abstract linear spaces (46G12)

Cited In (30)

Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
Generalized Fresnel integrals
Some asymptotic formulas for the Bogoliubov Gaussian measure
Upper tail probabilities of integrated Brownian motions
Large deviations for distributions of sums of random variables: Markov chain method
Large deviations of the $L^p$-norm of a Wiener process with drift
Extremes of the standardized Gaussian noise
ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I
Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces
Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for $L^p$-functionals, $p>0$
The Laplace method for Gaussian measures and integrals in Banach spaces
Title not available (Why is that?)
Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
$L^{p}$-norms, log-barriers and Cramer transform in optimization
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
Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations
Symmetries and zero modes in sample path large deviations
Extremes of Gaussian processes over an infinite horizon
Laplace's method for the laws of heat processes on loop spaces
A stochastic Taylor-like expansion in the rough path theory
Asymptotics of Gaussian integrals in infinite dimensions
Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals
Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas
Perturbation theory series in quantum mechanics: phase transition and exact asymptotic forms for the expansion coefficients
Extremes of aggregated Dirichlet risks
Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables
Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means

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