EXACT ASYMPTOTICS FOR SOME PROBABILITY-DISTRIBUTIONS ON COMPACT MANIFOLDS

Authors
Citation
Dsp. Richards, EXACT ASYMPTOTICS FOR SOME PROBABILITY-DISTRIBUTIONS ON COMPACT MANIFOLDS, Annals of statistics, 23(5), 1995, pp. 1582-1586
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00905364
Volume
23
Issue
5
Year of publication
1995
Pages
1582 - 1586
Database
ISI
SICI code
0090-5364(1995)23:5<1582:EAFSPO>2.0.ZU;2-U
Abstract
Let M be a compact, smooth, orientable manifold without boundary, and let f: M --> R be a smooth function. Let dm be a volume form on M with total volume 1, and denote by X the corresponding random variable. Us ing a theorem of Kirwan, we obtain necessary conditions under which th e method of stationary phase returns an exact evaluation of the charac teristic function of f(X). As an application to the Langevin distribut ion on the sphere S-d-1, We deduce that the method of stationary phase provides an exact evaluation of the normalizing constant for that dis tribution when, and only when, d is odd.