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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Bibliographic Details
Main Author Breitung, Karl Wilhelm
Format eBook Book
LanguageEnglish
Published Berlin, Heidelberg Springer-Verlag 1994
Springer Berlin / Heidelberg
Springer Berlin Heidelberg
Springer
Edition1
SeriesLecture Notes in Mathematics
Subjects
Asymptotic expansions
Differential Geometry
Distribution (Probability theory
Engineering
Engineering mathematics
Global differential geometry
Mathematical and Computational Engineering
Mathematics and Statistics
Probability Theory and Stochastic Processes
Reliability (Engineering)
Stochastic processes
Theoretical, Mathematical and Computational Physics
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Summary: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.
Bibliography:Includes bibliography (p. 135-144) and index
ISBN:9783540586173
3540586172
0387586172
9780387586175
3662207958
9783662207956
ISSN:0075-8434
1617-9692
DOI:10.1007/BFb0073538