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5 - Multivariate Fourier–Laplace integrals

from Part II - Mathematical Background

Published online by Cambridge University Press:  08 February 2024

Robin Pemantle
Affiliation:
University of Pennsylvania
Mark C. Wilson
Affiliation:
University of Massachusetts, Amherst
Stephen Melczer
Affiliation:
University of Waterloo, Ontario
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Summary

This chapter develops methods to compute asymptotics of multivariate Fourier–Laplace integrals in order to derive general saddle point approximations for use in later chapters. Our approach uses contour deformation, differing from common treatments relying on integration by parts: this requires analyticity rather than just smoothness but is better suited to integration over complex manifolds.

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Publisher: Cambridge University Press
Print publication year: 2024

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