A generalization of Laplace's method

Author:
Chii Ruey Hwang

Journal:
Proc. Amer. Math. Soc. **82** (1981), 446-451

MSC:
Primary 60B05; Secondary 28C20

DOI:
https://doi.org/10.1090/S0002-9939-1981-0612737-8

MathSciNet review:
612737

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Abstract | References | Similar Articles | Additional Information

Abstract: Let be Gaussian with mean 0 and covariance in a separable Hilbert space. Analogous to Laplace's method, the weak limit (as ) of , with , is considered, where

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Additional Information

DOI:
https://doi.org/10.1090/S0002-9939-1981-0612737-8

Keywords:
Characteristic function,
covariance operator,
Gaussian measure,
fiber measure,
Hilbert space,
Laplace's method,
weak convergence

Article copyright:
© Copyright 1981
American Mathematical Society