On the asymptotic Laplace method and its application to random chaos

Korshunov,  D.A.; Piterbarg,  V.I.; Hashorva,  E.

doi:10.1134/S0001434615050235

On the asymptotic Laplace method and its application to random chaos

Details

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Serval ID

serval:BIB_2A072A2F2D63

Type

Article: article from journal or magazin.

Collection

Publications

Institution

UNIL/CHUV

Title

On the asymptotic Laplace method and its application to random chaos

Journal

Mathematical Notes

Author(s)

Korshunov D.A., Piterbarg V.I., Hashorva E.

ISSN

0001-4346 (Print)
1573-8876 (Electronic)

Publication state

Published

Issued date

05/2015

Peer-reviewed

Oui

Volume

Number

5-6

Pages

878-891

Language

english

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 Weibullian random chaoses are considered.

Keywords

Laplace asymptotic method, Gaussian chaos, Weibullian chaos, Gelfand-Leray differential form, random chaos

URN

urn:nbn:ch:serval-BIB_2A072A2F2D632

OAI-PMH

oai:serval.unil.ch:BIB_2A072A2F2D63

DOI

10.1134/S0001434615050235

Web of science

000357050200023

Create date

25/09/2014 18:54