Laplace Asymptotic Expansions for Gaussian Functional Integrals
Ian M. Davies, University of Wales, Swansea
Abstract
We obtain a Laplace asymptotic expansion,
in orders of l, of
Erx
{G(lx) e-l
-2
F(lx)}
the expectation being with respect to a Gaussian process.
We extend a result of Pincus
and build upon the previous work of Davies and Truman.
Our methods differ from those of
Ellis and Rosen in that we use the supremum norm to simplify
the application of the result.
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