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Field name	Details
Dewey Class	519
Title	Asymptotic Approximations for Probability Integrals ([EBook] /) / by Karl Wilhelm Breitung.
Author	Breitung, Karl Wilhelm
Other name(s)	SpringerLink (Online service)
Publication	Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 1994.
Physical Details	X, 154 p. : online resource.
Series	Lecture Notes in Mathematics 0075-8434 ; ; 1592
ISBN	9783540490333
Summary Note	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.:
Contents note	Mathematical preliminaries -- Asymptotic analysis -- Univariate integrals -- Multivariate laplace type integrals -- Approximations for normal integrals -- Arbitrary probability integrals -- Crossing rates of stochastic processes.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/BFb0073538
Links to Related Works	Subject References: Applied mathematics . Appl.Mathematics/Computational Methods of Engineering . Differential Geometry . Engineering . Engineering mathematics . Physics . Probabilities . Probability theory and stochastic processes . Theoretical, Mathematical and Computational Physics . Authors: Breitung, Karl Wilhelm . Corporate Authors: SpringerLink (Online service) . Series: Lecture Notes in Mathematics . Classification: 519 .

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Asymptotic Approximations for Probability Integrals

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