The paper is dealing with semi-classical asymptotics of a characteristic function for a stochastic process. The main technical tool is provided by the stationary phase method. The extremal range for a stochastic process is defined by limit values of the complex logarithm of the characteristic function. The paper also outlines a numerical method for calculating stochastic extrema.
Positive-part moments via the characteristic functions, and more general expressions
Mixingales on Riesz spaces
Characteristic function and operator approach to M-indeterminate probability densities
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