Error bounds for multidimensional Laplace approximation

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

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Author(s)

  • J. P. McClure
  • R. Wong

Detail(s)

Original languageEnglish
Pages (from-to)372-390
Journal / PublicationJournal of Approximation Theory
Volume37
Issue number4
Publication statusPublished - Apr 1983
Externally publishedYes

Abstract

A numerical estimate is obtained for the error associated with the Laplace approximation of the double integral I(λ) = ∝∝D g(x,y) e-λf(x,y) dx dy, where D is a domain in R2, λ is a large positive parameter, f(x, y) and g(x, y) are real-valued and sufficiently smooth, and ∝(x, y) has an absolute minimum in D. The use of the estimate is illustrated by applying it to two realistic examples. The method used here applies also to higher dimensional integrals. © 1983.

Citation Format(s)

Error bounds for multidimensional Laplace approximation. / McClure, J. P.; Wong, R.
In: Journal of Approximation Theory, Vol. 37, No. 4, 04.1983, p. 372-390.

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review