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On a method of asymptotic expansions for infinite dimensional integrals with respect to smooth measures - MaRDI portal

On a method of asymptotic expansions for infinite dimensional integrals with respect to smooth measures (Q2711774)

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On a method of asymptotic expansions for infinite dimensional integrals with respect to smooth measures
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    25 April 2001
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    smooth measure
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    logarithmic derivative
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    Gaussian measure
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    On a method of asymptotic expansions for infinite dimensional integrals with respect to smooth measures (English)
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    The author obtains asymptotic expansions for integrals with respect to a smooth measure \(\mu\) on a Hilbert space. The integrals contain expressions like \(e^{W(\lambda,x)},\) where \(\lambda\) is a large parameter, and the phase function \(W\) has a special form involving the logarithmic gradient of \(\mu\). Several examples (in which \(\mu\) is a Gaussian measure) are studied in detail.
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