The Laplace method for probability measures in Banach spaces
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Publication:4891237
DOI10.1070/RM1995v050n06ABEH002635zbMath0871.46020MaRDI QIDQ4891237
V. R. Fatalov, Vladimir I. Piterbarg
Publication date: 18 September 1997
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
probability distributioncovariance structureLaplace approximationasymptotic expressionGaussian integralinfinite-dimensional asymptotic analysisnon-traditional version of the Laplace method
Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Measures and integration on abstract linear spaces (46G12) Probability theory on linear topological spaces (60B11)
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