Matrix analogues of some asymptotic methods for Laplace integrals
Peng-Cheng Hang
TL;DR
This paper develops matrix analogues of classical asymptotic methods for Laplace integrals, extending their applicability to matrix-valued functions and integrals, with illustrative examples.
Contribution
It introduces matrix versions of Laplace's method and Watson's lemma, providing a new framework for asymptotic analysis of matrix integrals.
Findings
Derived matrix Laplace's method and Watson's lemma
Provided examples demonstrating the methods
Extended classical asymptotic techniques to matrix functions
Abstract
The matrix analogues of Laplace's method and Watson's lemma are derived via the approach described by Williams and Wong [J. Approx. Theory 24 (4) (1974), 378-384]. Some examples are also given.
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Taxonomy
TopicsHistory and Theory of Mathematics