<図書>
Asymptotic approximations for probability integrals
| 責任表示 | Karl Wilhelm Breitung |
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| シリーズ | Lecture notes in mathematics ; 1592 |
| データ種別 | 図書 |
| 出版情報 | Berlin ; New York : Springer-Verlag , c1994 |
| 本文言語 | 英語 |
| 大きさ | ix, 146 p. ; 24 cm |
| 概要 | 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 Lapl...ce 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. 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. 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/7017350 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | SER/LNM/1592 | 1994 |
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068222195005242 |
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理系図 自動書庫 | 410.8/L 493/(1592) | 1994 |
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068582195000497 |
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: gw | 数理 雑誌室 | SER/LNM/K1592 | 1994 |
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068252195010652 | 410.8 |
書誌詳細
| 一般注記 | Includes bibliography (p. 135-144) and index |
|---|---|
| 著者標目 | *Breitung, Karl Wilhelm, 1953- |
| 件 名 | LCSH:Stochastic processes LCSH:Asymptotic expansions LCSH:Reliability (Engineering) |
| 分 類 | LCC:QA3 LCC:QA274 DC20:510 DC20:519.2 NDC8:410.8 |
| 書誌ID | 1000036076 |
| ISBN | 3540586172 |
| NCID | BA23919818 |
| 巻冊次 | : gw ; ISBN:3540586172 ; PRICE:DM42.00 : us ; ISBN:0387586172 |
| 登録日 | 2009.09.10 |
| 更新日 | 2017.02.18 |
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