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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Asymptotic Approximations for Probability Integrals

Asymptotic Approximations for Probability Integrals

Breitung, Karl W.

Paperback

Series: Lecture Notes in Mathematics, Book 1592

GeometryPhysicsProbability & Statistics

ISBN10: 3540586172
ISBN13: 9783540586173
Publisher: Springer Nature
Published: Dec 16 1994
Pages: 154
Weight: 0.53
Height: 0.35 Width: 6.14 Depth: 9.21
Language: English
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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