Stochastic extrema as stationary phases of characteristic functions

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dc.creatorNikitin, S.
dc.date2008-01-30
dc.date.accessioned2026-07-07T08:57:19Z
dc.date.available2026-07-07T08:57:19Z
dc.descriptionThe paper is dealing with semi-classical asymptotics of a characteristic function for a stochastic process. The main technical tool is provided by the stationary phase method. The extremal range for a stochastic process is defined by limit values of the complex logarithm of the characteristic function. The paper also outlines a numerical method for calculating stochastic extrema.
dc.identifierhttps://arxiv.org/abs/0801.4726
dc.identifierhttp://arxiv.org/abs/0801.4726
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/146923
dc.subjectProbability
dc.subjectStatistics Theory
dc.subjectApplications
dc.subject62G32; 62F99; 62M99
dc.titleStochastic extrema as stationary phases of characteristic functions
dc.typetext

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