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arXiv · 1511.00302

Simple error bounds for the multivariate Laplace approximation under weak local assumptions

Piotr Majerski
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Abstract

The paper provides new upper and lower bounds for the multivariate Laplace approximation under weak local assumptions. Their range of validity is also given. An application to an integral arising in the extension of the Dixon's identity is presented. The paper both generalizes and complements recent results by Inglot and Majerski and removes their superfluous assumption on vanishing of the third order partial derivatives of the exponent function.

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Piotr Majerski. 2016-04-11. Simple error bounds for the multivariate Laplace approximation under weak local assumptions. https://arxiv.org/abs/1511.00302

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