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Asymptotic Approximations for Probability Integrals (Lecture Notes in Mathematics #1592) (Paperback)

Asymptotic Approximations for Probability Integrals (Lecture Notes in Mathematics #1592) By Karl W. Breitung Cover Image
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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.


Product Details
ISBN: 9783540586173
ISBN-10: 3540586172
Publisher: Springer
Publication Date: December 16th, 1994
Pages: 154
Language: English
Series: Lecture Notes in Mathematics