Let (W 0 , H 0 , + 0 ) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localization phenomenon will be shown for stochastic oscillatory integrals with Le vy's stochastic area as phase function.
Note on the principle of stationary phase
โ Scribed by R.N. Bhattacharya; Iva Basu
- Publisher
- Elsevier Science
- Year
- 1979
- Tongue
- English
- Weight
- 306 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0010-4655
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โฆ Synopsis
The principle of stationary phase as enunciated by Kelvin [11in 1887 concerns the approximate evaluation of an integral of a rapidly fluctuating function. The well-known formula is derived on the tacit assumption of the amplitude function ~(x) being non-zero at the isolated stationary point o of the phase function f(x). The present note points out that the vanishing of ~(x) at this point alters the order of approximation. The significant contribution to the integral comes in this case from the first non-vanishing even order derivative of ~(x) at x = o and the corresponding formula for the approximate value has been worked out. The formula has been further generalized for the case when the first non-vanishing derivatives of~andf are /~(cs)andfm( 0~) respectively, m, n being both positive integers.
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