pith. sign in

arxiv: math/0503601 · v1 · submitted 2005-03-25 · 🧮 math.PR

Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables

classification 🧮 math.PR
keywords asymptoticbanachfieldsprobabrandomrelatedtheoryvariables
0
0 comments X
read the original abstract

Let X_i, i\in N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let \Phi be a smooth enough mapping from B into R. An asymptotic evaluation of Z_n=E(\exp (n\Phi (\sum_{i=1}^nX_i/n))), up to a factor (1+o(1)), has been gotten in Bolthausen [Probab. Theory Related Fields 72 (1986) 305-318] and Kusuoka and Liang [Probab. Theory Related Fields 116 (2000) 221-238]. In this paper, a detailed asymptotic expansion of Z_n as n\to \infty is given, valid to all orders, and with control on remainders. The results are new even in finite dimensions.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.