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...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Collection: | Lecture notes in mathematics
1592 |
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| 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 |
Table des matières:
- Mathematical preliminaries
- Asymptotic analysis
- Univariate integrals
- Multivariate laplace type integrals
- Approximations for normal integrals
- Arbitrary probability integrals
- Crossing rates of stochastic processes.