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Asymptotic Approximations for Probability Integrals (Lecture Notes in Mathematics, 1592, Band 1592) - Softcover

Breitung, Karl W.

 
9783540586173: Asymptotic Approximations for Probability Integrals (Lecture Notes in Mathematics, 1592, Band 1592)
Softcover
ISBN 10: 3540586172 ISBN 13: 9783540586173
Verlag: Springer, 2009

Inhaltsangabe

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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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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Verlag
Springer
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
3540586172
ISBN 13 
9783540586173
Einband
Taschenbuch
Anzahl der Seiten
164
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