Simple upper and lower bounds for the multivariate Laplace approximation

DOI10.1016/J.JAT.2014.06.011MaRDI QIDQ401425zbMATH OpenOpenAlexFDO

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

asymptotic approximation of integrals error bounds multidimensional Laplace approximation multiple integrals

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.

Review text

The authors consider multiple integrals of the form NEWLINE\[NEWLINE J(\lambda)=\int_{R^n}e^{-\lambda f(t)}g(t)d^nt, NEWLINE\]NEWLINE and their Laplace approximation for large positive \(\lambda\). Under similar assumptions to those of the classical theory for the functions \(f\) and \(g\), the authors propose a new proof for the Laplace approximation, NEWLINE\[NEWLINE J(\lambda)={e^{-\lambda f(t_0)}g(t_0)\over\sqrt{H_f(t_0)}}\left({2\pi\over\lambda}\right)^{n/2}(1+E(\lambda)), NEWLINE\]NEWLINE where \(t_0\) is the unique absolute minimal point of \(f(t)\) and \(H_f(t)\) is the Hessian matrix of \(f\). The authors derive upper and lower bounds for the error term \(E(\lambda)\). Without being very specific, just with the aim of giving a rough idea, we find that they are of the form NEWLINE\[NEWLINE -\sum_{k=1}^3{K_k\over\lambda^{\alpha_k}}\leq E(\lambda)\leq \sum_{k=4}^9{K_k\over\lambda^{\alpha_k}}, NEWLINE\]NEWLINE NEWLINEwhere \(K_k\) and \(\alpha_k\) are positive quantities (independent of \(\lambda\)) depending on the smallest eigenvalue of \(H_f(t_0)\). These quantities are also related to the exponents that define the degree of regularity of the functions \(f\) and \(g\) at the point \(t_0\) in such a way that, the more degree of regularity, the better the bounds are. The paper include examples that show that their error estimates are best possible.NEWLINENEWLINEFinally, the authors consider the interesting example of the approximation of the sum of powers of binomial coefficients NEWLINE\[NEWLINE S(p,N)=\sum_{k=0}^N\left(\begin{matrix} N\\ k \end{matrix}\right)^p,NEWLINE\]NEWLINE for large \(N\). Using an appropriate multi-dimensional integral representation of \(S(p,N)\), the authors apply their theory to derive an asymptotic approximation of \(S(p,N)\) for large \(N\) with error bounds that improve the existing ones in the literature.

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