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On the asymptotic Laplace method and its application to random chaos

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On the asymptotic Laplace method and its application to random chaos. / Korshunov, Dmitry; Hashorva, E.; Piterbarg, V. I.
In: Mathematical Notes, Vol. 97, No. 6, 30.06.2015, p. 878-891.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Korshunov, D, Hashorva, E & Piterbarg, VI 2015, 'On the asymptotic Laplace method and its application to random chaos', Mathematical Notes, vol. 97, no. 6, pp. 878-891. https://doi.org/10.1134/S0001434615050235

APA

Korshunov, D., Hashorva, E., & Piterbarg, V. I. (2015). On the asymptotic Laplace method and its application to random chaos. Mathematical Notes, 97(6), 878-891. https://doi.org/10.1134/S0001434615050235

Vancouver

Korshunov D, Hashorva E, Piterbarg VI. On the asymptotic Laplace method and its application to random chaos. Mathematical Notes. 2015 Jun 30;97(6):878-891. doi: 10.1134/S0001434615050235

Author

Korshunov, Dmitry ; Hashorva, E. ; Piterbarg, V. I. / On the asymptotic Laplace method and its application to random chaos. In: Mathematical Notes. 2015 ; Vol. 97, No. 6. pp. 878-891.

Bibtex

@article{7eee390ce5f740b8ac5773ffe72937f1,
title = "On the asymptotic Laplace method and its application to random chaos",
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 Weibull random chaoses are considered.",
author = "Dmitry Korshunov and E. Hashorva and Piterbarg, {V. I.}",
year = "2015",
month = jun,
day = "30",
doi = "10.1134/S0001434615050235",
language = "English",
volume = "97",
pages = "878--891",
journal = "Mathematical Notes",
issn = "0001-4346",
publisher = "Springer Science + Business Media",
number = "6",

}

RIS

TY - JOUR

T1 - On the asymptotic Laplace method and its application to random chaos

AU - Korshunov, Dmitry

AU - Hashorva, E.

AU - Piterbarg, V. I.

PY - 2015/6/30

Y1 - 2015/6/30

N2 - 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 Weibull random chaoses are considered.

AB - 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 Weibull random chaoses are considered.

U2 - 10.1134/S0001434615050235

DO - 10.1134/S0001434615050235

M3 - Journal article

VL - 97

SP - 878

EP - 891

JO - Mathematical Notes

JF - Mathematical Notes

SN - 0001-4346

IS - 6

ER -