On stochastic setting of stationary phase method |
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Authors: | O Gulinsky |
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Institution: | Moscow Institute of Physics and Technology, Odoevskogo 7-6-725, 117574 Moscow, Russian Federation |
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Abstract: | A probability model ∫Rexp(ιnP(x)])dΦn(x) with Φn(x) the distribution function of random variable (ξk is i.i.d. sequence of r.v.’s with zero expectation and unit variance), being in a framework of stationary phase method is analyzed. The asymptotic expansion in CLT and Hörmander’s theorem play crucial role in asymptotic analysis of the model. |
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Keywords: | 60K20 60K30 |
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