Asymptotic Approximations for Probability Integrals

This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for both mathematicians and applied scientists. A collection of results of the Laplace methods is given. Such methods are useful for example in reliability, statistics, theoretical phy...

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Opis bibliograficzny
1. autor: Breitung, Karl Wilhelm, 1953-
Format: Livre numérique
Język:Anglais
Wydane: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
Seria:Lecture notes in mathematics 1592
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Edition sous un autre format:• Asymptotic approximations for probability integrals, Karl Wilhelm Breitung, 1994, Berlin, Springer-Verlag, 1 volume (IX-146 pages), Lecture notes in mathematics, 0-387-58617-2
• Asymptotic Approximations for Probability Integrals, Texte imprimé, 9783662207956
Opis
Streszczenie:This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for both mathematicians and applied scientists. A collection of results of the Laplace methods is given. Such methods are useful for example in reliability, statistics, theoretical physics and information theory. An important special case is the approximation of multidimensional normal integrals. Here the relation between the differential geometry of the boundary of the integration domain and the asymptotic probability content is derived. One of the most important applications of these methods is in structural reliability. Engineers working in this field will find here a complete outline of asymptotic approximation methods for failure probability integrals.
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Archives Springer e-books (Licence nationale)
ISBN:9783540490333 (PDF)
ISSN:1617-9692
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