On the Laplace Method for Gaussian Measures in a Banach Space

DOI10.1137/S0040585X97986539zbMath1316.60014OpenAlexW2016827857MaRDI QIDQ2877881

V. R. Fatalov

Publication date: 27 August 2014

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986539

zbMATH Keywords

large deviationshypergeometric functionaction functionalLaplace's methodWatson statisticsprinciple of large deviationscentered Brownian bridgegaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Large deviations (60F10) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Optimal importance sampling for continuous Gaussian fields ⋮ Exact Laplace-type asymptotic formulas for the Bogoliubov Gaussian measure: the set of minimum points of the action functional ⋮ Letter to the Editors

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