We obtain a Laplace asymptotic expansion, in orders of $\lambda$, of $$ E^\rho_x \left\{ G(\lambda x) e^{-\lambda ^{-2} F(\lambda x)}\right\}$$ the expectation being with respect to a Gaussian process. We extend a result of Pincus and build upon the previous…
Fecha:
1998-01-01
Recurso:
Electronic journal of probability
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