The constant coefficient in precise Laplace asymptotics for gPAM
Tom Klose

TL;DR
This paper derives an explicit formula for the constant coefficient in precise Laplace asymptotics for the gPAM, combining Gaussian analysis and regularity structures to advance understanding of asymptotic behavior.
Contribution
It provides a new explicit formula for the constant coefficient in Laplace asymptotics of gPAM using traces and Carleman-Fredholm determinants.
Findings
Explicit formula for the constant coefficient in asymptotics
Improved regularity of the phase functional minimiser
Integration of Gaussian analysis with regularity structures
Abstract
This article resumes the analysis of precise Laplace asymptotics for the generalised Parabolic Anderson Model (gPAM) initiated by Peter Friz and the author. More precisely, we provide an explicit formula for the constant coefficient in the asymptotic expansion in terms of traces and Carleman-Fredholm determinants of certain explicit operators. The proof combines classical Gaussian analysis in abstract Wiener spaces with arguments from the theory of regularity structures. As an ingredient, we prove that the minimiser in the (extended) phase functional of gPAM has better than just Cameron-Martin regularity.
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Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Numerical methods in inverse problems · Markov Chains and Monte Carlo Methods
