Lecture Notes in Mathematics

Asymptotic Approximations for Probability Integrals

Authors: Breitung, Karl W.

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About this book

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 (8 chapters)

Buy this book

eBook $29.99
price for USA (gross)
  • ISBN 978-3-540-49033-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $39.95
price for USA
  • ISBN 978-3-540-58617-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Asymptotic Approximations for Probability Integrals
Authors
Series Title
Lecture Notes in Mathematics
Series Volume
1592
Copyright
1994
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-49033-3
DOI
10.1007/BFb0073538
Softcover ISBN
978-3-540-58617-3
Series ISSN
0075-8434
Edition Number
1
Number of Pages
X, 154
Topics