Simple error bounds for the multivariate Laplace approximation under weak local assumptions
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 r...
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Zusammenfassung: | 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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DOI: | 10.48550/arxiv.1511.00302 |