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Mathematical Notes

, Volume 97, Issue 5–6, pp 878–891 | Cite as

On the asymptotic Laplace method and its application to random chaos

  • D. A. KorshunovEmail author
  • V. I. Piterbarg
  • E. Hashorva
Article

Abstract

The asymptotics of the multidimensional Laplace integral for the case in which the phase attains its minimum on an arbitrary smooth manifold is studied. Applications to the study of the asymptotics of the distribution of Gaussian and Weibullian random chaoses are considered.

Keywords

Laplace asymptotic method Gaussian chaos Weibullian chaos Gelfand-Leray differential form random chaos 

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Copyright information

© Pleiades Publishing, Ltd. 2015

Authors and Affiliations

  • D. A. Korshunov
    • 1
    • 2
    Email author
  • V. I. Piterbarg
    • 3
  • E. Hashorva
    • 4
  1. 1.Sobolev Institute of MathematicsRussian Academy of SciencesNovosibirskRussia
  2. 2.Lancaster UniversityLancasterUK
  3. 3.Lomonosov Moscow State UniversityMoscowRussia
  4. 4.University of LausanneLausanneSwitzerland

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