Timeline for Integrals can sometimes be computed through their saddle points. Are there examples of converse, when saddle points are found via integrals?
Current License: CC BY-SA 4.0
5 events
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Jan 20, 2022 at 11:03 | comment | added | Dima Pasechnik | all the moments are seldom known in such a settting. Sometimes one can say something about a moment generating function though, and derive something from the latter. | |
Jan 20, 2022 at 5:39 | comment | added | Weather Report | OK, but I do not assume that the moments are given. Rather, I'm interested to look at the situation when the measure is known explicitly, it's critical points are hard to find, but the moments can still be computed. | |
Jan 19, 2022 at 21:08 | comment | added | Dima Pasechnik | You are, essentially, trying to find the best Dirac measure appoximating your measure. | |
Jan 19, 2022 at 18:53 | comment | added | Weather Report | I think the difference with my question is that I assume that the measure $\mu$ is known, but it's difficult to find its critical points directly. | |
Jan 19, 2022 at 17:46 | history | answered | Dima Pasechnik | CC BY-SA 4.0 |