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Asymptotic Approximations for Probability Integrals / by Karl Wilhelm Breitung.
Math/Physics/Astronomy Library QA3 .L28 v.1-999 470,523,830,849:2nd ed. v.1000-1722,1762,1781,1799-2099,2100-2192-2218 2219-2223-2258,2260-2271,2273-2274-2277,2279-2281,2283-2289,2291,2293-2294,2296,2298-2299,2300-2311,2313-2366,2368-2379,2381-2382 2385,2388-2389
Mixed Availability
LIBRA QA3 .L28 Scattered vols.
Mixed Availability
- Format:
- Book
- Author/Creator:
- Breitung, Karl Wilhelm, 1953- author.
- Series:
- Lecture Notes in Mathematics, 0075-8434 ; 1592.
- Lecture Notes in Mathematics, 0075-8434 ; 1592
- Language:
- English
- Subjects (All):
- Engineering mathematics.
- Distribution (Probability theory).
- Global differential geometry.
- Mathematical and Computational Engineering.
- Probability Theory and Stochastic Processes.
- Differential Geometry.
- Theoretical, Mathematical and Computational Physics.
- Local Subjects:
- Mathematical and Computational Engineering.
- Probability Theory and Stochastic Processes.
- Differential Geometry.
- Theoretical, Mathematical and Computational Physics.
- Physical Description:
- 1 online resource (X, 154 pages).
- Contained In:
- Springer eBooks
- Place of Publication:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1994.
- System Details:
- text file PDF
- Summary:
- 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:
- Mathematical preliminaries
- Asymptotic analysis
- Univariate integrals
- Multivariate laplace type integrals
- Approximations for normal integrals
- Arbitrary probability integrals
- Crossing rates of stochastic processes.
- Other Format:
- Printed edition:
- ISBN:
- 9783540490333
- Access Restriction:
- Restricted for use by site license.
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