Laplace approximations for sums of independent random vectors

Probability Theory and Related Fields

Volumn 116, Issue 2, 2000, Pages 221-238

  Kusuoka, Shigeo ^a   Liang, Song ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034405398     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00008727     Document Type: Article

References (7)

1. Bolthausen, E.: Laplace Approximations for Sums of Independent Random Vectors, Probab. Th. Rel. Fields, 72, 305-318 (1986)
2. Donsker, M.D., Varadhan, S.R.S.: Asymptotic evaluation of certain Markov process expectations for large time - I, Comm. Pure Appl. Math., 27, 1-47 (1975)
3. Donsker, M.D., Varadhan, S.R.S.: Asymtotic evaluation of certain Markov process expectations for large time III, Comm. Pure Appl. Math., 29, 389-461 (1976)
4. Kuo, H.-H.: Gaussian Measures in Banach Spaces, Springer-Verlag, 1975
5. Kusuoka, S., Tamura, Y: Gibbs measures for mean field potentials, J. Fac. Sci. Univ. Tokyo Sect. IA, 31, 223-245 (1984)
6. Stroock, D.W.: Probability Theory, An analytic view, Cambridge University Press, 1993
7. Varadhan, S.R.S.: Asymptotic Probabilities and Differential Equations, Comm. Pure Appl. Math, 19, 261-286 (1966)