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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Bibliographic Information

Book Title: Asymptotic Approximations for Probability Integrals
Authors: Karl Wilhelm Breitung
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0073538
Publisher: Springer Berlin, Heidelberg
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1994
Softcover ISBN: 978-3-540-58617-3Published: 16 December 1994
eBook ISBN: 978-3-540-49033-3Published: 14 November 2006
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: X, 154
Topics: Mathematical and Computational Engineering, Probability Theory and Stochastic Processes, Differential Geometry, Theoretical, Mathematical and Computational Physics

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Table of contents (8 chapters)

Front Matter

Back Matter

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