D. A. Korshunov, V. I. Piterbarg, E. Hashorva, “On the Asymptotic Laplace Method and Its Application to Random Chaos”, Mat. Zametki, 2015, Volume 97, Issue 6,Pages <nobr>868

This article is cited in 13 papers

On the Asymptotic Laplace Method and Its Application to Random Chaos

D. A. Korshunov^ab, V. I. Piterbarg^c, E. Hashorva^d

^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.

UDC: 519.21

Received: 10.04.2014

DOI: 10.4213/mzm10487