{
  "id": "0801.4726",
  "version": "v1",
  "published": "2008-01-30T17:35:40.000Z",
  "updated": "2008-01-30T17:35:40.000Z",
  "title": "Stochastic extrema as stationary phases of characteristic functions",
  "authors": [
    "S. Nikitin"
  ],
  "categories": [
    "math.PR",
    "math.ST",
    "stat.AP",
    "stat.TH"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-01-30T17:35:40.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "62G32",
      "62F99",
      "62M99"
    ],
    "keywords": [
      "characteristic function",
      "stochastic process",
      "stationary phase method",
      "extremal range",
      "main technical tool"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0801.4726N"
    }
  }
}