Asymptotic Approximations for Probability Integrals
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 phy...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
1994, 1994
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| Edition: | 1st ed. 1994 |
| Series: | Lecture Notes in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Mathematical preliminaries
- Asymptotic analysis
- Univariate integrals
- Multivariate laplace type integrals
- Approximations for normal integrals
- Arbitrary probability integrals
- Crossing rates of stochastic processes