On stochastic setting of stationary phase method
type: Item
instance of: scholarly article
title: On stochastic setting of stationary phase method
zbMATH Open document ID: 1239.60020
author: O. V. Gulinsky
published in: Linear Algebra and its Applications
publication date: 2011-07-13T00:00:00Z
review text: The author considers a stochastic version of the so-called stationary phase method, which is a method to deal with oscillatory integrals and to find raw approximations of these. Instead of Lebesgue integrals expectations with respect to rescaled sums of i.i.d. variables are investigated. The approximating expectation is with respect to standard normal distribution. The author remarks that the methods are reminiscent to methods from the field of large deviation theory.
reviewed by: Hans Daduna
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60K40
zbMATH DE Number: 5919610
zbMATH Keywords: stationary phase method
zbMATH Keywords: large deviation
zbMATH Keywords: asymptotic expansions
MaRDI profile type: Publication
full work available at URL: j.laa.2011.01.029
OpenAlex ID: W2026315018
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DOI: 10.1016/J.LAA.2011.01.029
description: scientific article; zbMATH DE number 5919610