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

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

Review text

The author considers a stochastic version of the so-called stationary phase method, which is a method to deal with oscillatory integrals and to find raw approximations of these. Instead of Lebesgue integrals expectations with respect to rescaled sums of i.i.d. variables are investigated. The approximating expectation is with respect to standard normal distribution. The author remarks that the methods are reminiscent to methods from the field of large deviation theory.

Recommendations

• A new class of amplitude functions for the stationary phase method on an abstract Wiener space
• The method of stationary phase for oscillatory integrals on Hilbert spaces
• scientific article; zbMATH DE number 811860
• scientific article; zbMATH DE number 721201
• scientific article; zbMATH DE number 1121880

Cites work

• Asymptotic Representations of Fourier Integrals and the Method of Stationary Phase
• Densities of idempotent measures and large deviations
• General asymptotic expansions of Laplace integrals
• scientific article; zbMATH DE number 4194836 (Why is no real title available?)
• scientific article; zbMATH DE number 3876298 (Why is no real title available?)
• scientific article; zbMATH DE number 3824309 (Why is no real title available?)
• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• scientific article; zbMATH DE number 6026930 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• scientific article; zbMATH DE number 2247393 (Why is no real title available?)
• 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

This page was built for publication: On stochastic setting of stationary phase method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q550658)