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On the Laplace method for Gaussian measures in a Banach space - MaRDI portal

On the Laplace method for Gaussian measures in a Banach space (Q2877881)

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scientific article; zbMATH DE number 6335002
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On the Laplace method for Gaussian measures in a Banach space
scientific article; zbMATH DE number 6335002

    Statements

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    27 August 2014
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    Laplace's method
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    large deviations
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    gaussian process
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    principle of large deviations
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    action functional
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    centered Brownian bridge
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    Watson statistics
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    hypergeometric function
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    On the Laplace method for Gaussian measures in a Banach space (English)
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    Identifiers

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