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Saddle Point Method

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Saddle Point Method
Publications: 802| Citation Count: 2,654
Stemming Variations: saddle point methods
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    • The saddle point method is an asymptotic method to calculate integrals of the type ò</font >-</font >¥</font >¥</font > enf</font >(x) dx \int_{-\infty}^{\infty} e^{n\phi(x)} dx (32.1) for large n. If the function ø(x) has a maximum at x 0 , then the integrand also has a maximum there which becomes very sharp for large n...

    Philipp Schereret al. The Saddle Point Method

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