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Problemy Peredachi Informatsii, 2013, Volume 49, Issue 4, Pages 64–86 (Mi ppi2124)  

Large Systems

The Laplace method for Gaussian measures and integrals in Banach spaces

V. R. Fatalov

Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia
References:
Abstract: We prove results on tight asymptotics of probabilities and integrals of the form
$$ \mathbf P_A(uD)\quad\text{and}\quad J_u(D)=\int_D f(x)\exp\{-u^2F(x)\}\,d \mathbf P_A(ux), $$
where $\mathbf P_A$ is a Gaussian measure in an infinite-dimensional Banach space $B$, $D=\{x\in B\colon Q(x)\ge0\}$ is a Borel set in $B$, $Q$ and $F$ are continuous functions which are smooth in neighborhoods of minimum points of the rate function, $f$ is a continuous real-valued function, and $u\to\infty$ is a large parameter.
Received: 19.09.2012
Revised: 14.03.2013
English version:
Problems of Information Transmission, 2013, Volume 49, Issue 4, Pages 354–374
DOI: https://doi.org/10.1134/S0032946013040066
Bibliographic databases:
Document Type: Article
UDC: 621.391.1+519.21
Language: Russian
Citation: V. R. Fatalov, “The Laplace method for Gaussian measures and integrals in Banach spaces”, Probl. Peredachi Inf., 49:4 (2013), 64–86; Problems Inform. Transmission, 49:4 (2013), 354–374
Citation in format AMSBIB
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\by V.~R.~Fatalov
\paper The Laplace method for Gaussian measures and integrals in Banach spaces
\jour Probl. Peredachi Inf.
\yr 2013
\vol 49
\issue 4
\pages 64--86
\mathnet{http://mi.mathnet.ru/ppi2124}
\transl
\jour Problems Inform. Transmission
\yr 2013
\vol 49
\issue 4
\pages 354--374
\crossref{https://doi.org/10.1134/S0032946013040066}
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84898006620}
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    Проблемы передачи информации Problems of Information Transmission
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