The Laplace method for Gaussian measures and integrals in Banach spaces

被引：0
|
作者：
Fatalov, V. R. [1 ]
机构：
[1] Moscow MV Lomonosov State Univ, Fac Mech & Math, Moscow 117234, Russia
来源：
PROBLEMS OF INFORMATION TRANSMISSION | 2013年 / 49卷 / 04期
基金：
俄罗斯基础研究基金会;
关键词：
ASYMPTOTIC ANALYSIS; WIENER INTEGRALS; MINIMUM POINTS;
D O I：
10.1134/S0032946013040066
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
We prove results on tight asymptotics of probabilities and integrals of the form P-A(uD) and J(u)(D) = integral(D) f(x)exp{-u(2)F(x)}dP(A)(ux), where P-A is a Gaussian measure in an infinite-dimensional Banach space B, D = {x is an element of B: Q(x) >= 0} 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 ->infinity is a large parameter.
引用
收藏
页码：354 / 374
页数：21
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