Asymptotics of Gaussian integrals in infinite dimensions

被引:3
作者
Albeverio, Sergio [1 ,2 ,3 ,4 ]
Steblovskaya, Victoria [5 ]
机构
[1] Univ Bonn, Inst Angew Math, Endenicher Allee 60, D-53115 Bonn, Germany
[2] CERFIM, HCM, Locarno, Switzerland
[3] CERFIM, SFB 611, Locarno, Switzerland
[4] CERFIM, BiBoS, Locarno, Switzerland
[5] Bentley Univ, Dept Math Sci, 175 Forest St, Waltham, MA 02452 USA
关键词
Asymptotic expansions; Gaussian integrals on Hilbert spaces; Laplace method; degenerate phase function; OSCILLATORY INTEGRALS; STATIONARY-PHASE; LIMIT; SPACE;
D O I
10.1142/S0219025719500048
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We introduce an infinite-dimensional version of the classical Laplace method, in its original form, relative to a canonical Gaussian measure associated with a Hilbert space, and for a general phase function. Particular attention is given to the case of a phase function with finite-dimensional degeneracy. Explicit results on expansions in the form of power series in the relevant parameter, with estimates on remainders, are provided.
引用
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页数:28
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