Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4600863 | Linear Algebra and its Applications | 2011 | 10 Pages |
Abstract
A probability model ∫Rexp(ι[nP(x)])dΦn(x) with Φn(x) the distribution function of random variable (ξk is i.i.d. sequence of r.v.’s with zero expectation and unit variance), being in a framework of stationary phase method is analyzed. The asymptotic expansion in CLT and Hörmander’s theorem play crucial role in asymptotic analysis of the model.
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