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Matematicheskie Zametki, 2015, Volume 97, Issue 6, Pages 868–883
DOI: https://doi.org/10.4213/mzm10487 (Mi mzm10487) 		 
This article is cited in 13 scientific papers (total in 13 papers)

On the Asymptotic Laplace Method and Its Application to Random Chaos

D. A. Korshunovab, V. I. Piterbargc, E. Hashorvad

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Lancaster University, United Kingdom
c Lomonosov Moscow State University
d University of Lausanne, Switzerland
Full-text PDF (587 kB) Citations (13)
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DOI: https://doi.org/10.4213/mzm10487
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.
Funding agency Grant number
Russian Foundation for Basic Research 11-01-00050-a
14-01-00075
Swiss National Science Foundation 200021-1401633/1
200021-134785
European Union's Seventh Framework Programme RARE-318984
The work of the first and third authors was supported by the Swiss National Science Foundation (projects 200021-1401633/1 and 200021-134785). The work of the second author was supported by the Russian Foundation for Basic Research (grants no. 11-01-00050-a and no. 14-01-00075). The work of all authors was also supported by the project RARE-318984 (a Marie Curie International Research Staff Exchange Scheme Fellowship within the 7th European Community Program).
Received: 10.04.2014
English version:
Mathematical Notes, 2015, Volume 97, Issue 6, Pages 878–891
DOI: https://doi.org/10.1134/S0001434615050235
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: D. A. Korshunov, V. I. Piterbarg, E. Hashorva, “On the Asymptotic Laplace Method and Its Application to Random Chaos”, Mat. Zametki, 97:6 (2015), 868–883; Math. Notes, 97:6 (2015), 878–891
Citation in format AMSBIB
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    • This publication is cited in the following 13 articles:
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