On stochastic setting of stationary phase method

DOI10.1016/J.LAA.2011.01.029MaRDI QIDQ550658zbMATH OpenOpenAlexFDO

Authors O. V. Gulinsky

Publication date 13 July 2011

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2011.01.029

zbMATH Keywords

asymptotic expansionslarge deviationstationary phase method

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Other physical applications of random processes (60K40)

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• Asymptotic Representations of Fourier Integrals and the Method of Stationary Phase
• Densities of idempotent measures and large deviations
• General asymptotic expansions of Laplace integrals
• Large deviations and idempotent probability
• Large deviations of semimartingales via convergence of the predictable characteristics
• Saddlepoint approximations

Cited in

(1)

• A new class of amplitude functions for the stationary phase method on an abstract Wiener space

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