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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
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.
Received: 10.04.2014
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
Linking options:
https://www.mathnet.ru/eng/mzm10487https://doi.org/10.4213/mzm10487 https://www.mathnet.ru/eng/mzm/v97/i6/p868
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Abstract page: | 571 | Full-text PDF : | 228 | References: | 83 | First page: | 66 |
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