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Laplace Asymptotic Expansions for Gaussian Functional Integrals


 
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1. Title Title of document Laplace Asymptotic Expansions for Gaussian Functional Integrals
 
2. Creator Author's name, affiliation, country Ian M. Davies; University of Wales, Swansea
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Gaussian processes, asymptotic expansions, functional integrals.
 
3. Subject Subject classification 60G15, 41A60
 
4. Description Abstract We obtain a Laplace asymptotic expansion, in orders of $\lambda$, of $$ E^\rho_x \left\{ G(\lambda x) e^{-\lambda ^{-2} F(\lambda x)}\right\}$$ the expectation being with respect to a Gaussian process. We extend a result of Pincus and build upon the previous work of Davies and Truman. Our methods differ from those of Ellis and Rosen in that we use the supremum norm to simplify the application of the result.
 
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7. Date (YYYY-MM-DD) 1998-09-21
 
8. Type Status & genre Peer-reviewed Article
 
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9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/35
 
10. Identifier Digital Object Identifier 10.1214/EJP.v3-35
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 3
 
12. Language English=en en
 
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