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On the asymptotic Laplace method and its application to random chaos

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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.

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Correspondence to D. A. Korshunov.

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Original Russian Text © D. A. Korshunov, V. I. Piterbarg, E. Hashorva, 2015, published in Matematicheskie Zametki, 2015, Vol. 97, No. 6, pp. 868–883.

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

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