Asymptotic approximations for probability integrals
Author(s)
Bibliographic Information
Asymptotic approximations for probability integrals
（Lecture notes in mathematics, 1592）
Springer-Verlag, c1994
- : gw
- : us
Available at / 91 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
: gwL/N||LNM||1592RM950225
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
: gwdc20:519.2/b7492070326505
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Note
Includes bibliography (p. 135-144) and index
Description and Table of Contents
Description
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.
Table of Contents
Mathematical preliminaries.- Asymptotic analysis.- Univariate integrals.- Multivariate laplace type integrals.- Approximations for normal integrals.- Arbitrary probability integrals.- Crossing rates of stochastic processes.
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