Problemy Peredachi Informatsii
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Probl. Peredachi Inf.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


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
\Bibitem{Fat13}
\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}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000330766500006}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84898006620}
Linking options:
  • https://www.mathnet.ru/eng/ppi2124
  • https://www.mathnet.ru/eng/ppi/v49/i4/p64
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Проблемы передачи информации Problems of Information Transmission
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024