On the asymptotic Laplace method and its application to random chaos

Korshunov, Dmitry and Hashorva, E. and Piterbarg, V. I. (2015) On the asymptotic Laplace method and its application to random chaos. Mathematical Notes, 97 (6). pp. 878-891. ISSN 0001-4346

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Abstract

The asymptotics of the multidimensional Laplace integral for the case in which the phase attains its minimum on an arbitrary smooth manifold is studied. Applications to the study of the asymptotics of the distribution of Gaussian and Weibull random chaoses are considered.

Item Type:

Journal Article

Journal or Publication Title:

Mathematical Notes

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

74013

Deposited By:

ep_importer_pure

Deposited On:

18 Jun 2015 05:59