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Asymptotic expansions of Gaussian integrals
Authors:
Richard S. Ellis and Jay S. Rosen
Journal:
Bull. Amer. Math. Soc. 3 (1980), 705-709
MSC (1980):
Primary 60B99, 60G15
MathSciNet review:
571373
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References |
Similar Articles |
Additional Information
- 1.
P. E. Castro, Asymptotic formulas for expectations with respect to a diffusion on a small time interval, Ph.D. dissertation, New York University, 1975.
- 2.
S. Coleman, The uses of instantons, Lectures delivered at the 1977 International School of Subnuclear Physics, Ettore Majorane.
- 3.
M.
D. Donsker and S.
R. S. Varadhan, Asymptotic evaluation of certain Markov process
expectations for large time. III, Comm. Pure Appl. Math.
29 (1976), no. 4, 389–461. MR 0428471
(55 #1492)
- 4.
R.
S. Ellis and J.
S. Rosen, Asymptotics of certain random fields on a circle,
Random fields, Vol. I, II (Esztergom, 1979) Colloq. Math. Soc.
János Bolyai, vol. 27, North-Holland, Amsterdam, 1981,
pp. 279–321. MR 712679
(84m:82016)
- 5.
R. S. Ellis and J. S. Rosen. Laplace's method for Gaussian integrals with an application to statistical mechanics (to appear).
- 6.
A.
Erdélyi, Asymptotic expansions, Dover Publications
Inc., New York, 1956. MR 0078494
(17,1202c)
- 7.
Martin
Pincus, Gaussian processes and Hammerstein
integral equations, Trans. Amer. Math. Soc.
134 (1968),
193–214. MR 0231439
(37 #6994), http://dx.doi.org/10.1090/S0002-9947-1968-0231439-1
- 8.
M.
Schilder, Some asymptotic formulas for Wiener
integrals, Trans. Amer. Math. Soc. 125 (1966), 63–85. MR 0201892
(34 #1770), http://dx.doi.org/10.1090/S0002-9947-1966-0201892-6
- 9.
S.
R. S. Varadhan, Asymptotic probabilities and differential
equations, Comm. Pure Appl. Math. 19 (1966),
261–286. MR 0203230
(34 #3083)
- 1.
- P. E. Castro, Asymptotic formulas for expectations with respect to a diffusion on a small time interval, Ph.D. dissertation, New York University, 1975.
- 2.
- S. Coleman, The uses of instantons, Lectures delivered at the 1977 International School of Subnuclear Physics, Ettore Majorane.
- 3.
- M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time. III, Comm. Pure Appl. Math. 29 (1976), 389-461. MR 428471
- 4.
- R. S. Ellis and J. S. Rosen, Asymptotics of certain random fields on a circle, Proceedings of Colloquium on Random Fields: Rigorous Results in Statistical Mechanics and Quantum Field Theory, Esztergom, Hungary, June 1979. Seria Colloquia Mathematica Societatis Jānos Bolyai, North-Holland (to appear). MR 712679
- 5.
- R. S. Ellis and J. S. Rosen. Laplace's method for Gaussian integrals with an application to statistical mechanics (to appear).
- 6.
- A. Erdélyi, Asymptotic expansions, Dover, New York, 1956. MR 78494
- 7.
- M. Pincus, Gaussian processes and Hammerstein integral equations, Trans. Amer. Math. Soc. 134 (1968), 193-216. MR 231439
- 8.
- M. Schilder, Some asymptotic formulas for Wiener integrals, Trans. Amer. Math Soc. 125 (1966), 63-85. MR 201892
- 9.
- S. R. S. Varadhan, Asymptotic probabilities and differential equations, Comm. Pure Appl. Math. 19 (1966), 261-286. MR 203230
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Additional Information
DOI:
http://dx.doi.org/10.1090/S0273-0979-1980-14801-6
PII:
S 0273-0979(1980)14801-6
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