Article ID Journal Published Year Pages File Type
4600863 Linear Algebra and its Applications 2011 10 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory