Barbe P. Approximation of integrals over asymptotic sets with applications to statistics and probability

Paris: Philippe Barbe, 2003. — 325 p.This book is the first of a larger project that I may try to complete. A second volume should be devoted to the asymptotic analysis of multivariate integrals over small wedges and their applications. A third one should extend some of the results of the first two volumes to the infinite dimensional setting, where there are some potentially amazing applications in the study of stochastic processes.