Asymptotic Approximations for Probability Integrals / Edition 1

by Karl W. Breitung

Overview

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-13:	9783540586173
Publisher:	Springer Berlin Heidelberg
Publication date:	12/27/1994
Series:	Lecture Notes in Mathematics , #1592
Edition description:	1994
Pages:	154
Product dimensions:	6.10(w) x 9.25(h) x 0.01(d)

Table of Contents

Mathematical preliminaries.- Asymptotic analysis.- Univariate integrals.- Multivariate laplace type integrals.- Approximations for normal integrals.- Arbitrary probability integrals.- Crossing rates of shastic processes.