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<図書>
Asymptotic approximations for probability integrals

責任表示 Karl Wilhelm Breitung
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.
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所蔵情報



理系図3F 数理独自 SER/LNM/1592 1994
068222195005242


理系図 自動書庫 410.8/L 493/(1592) 1994
068582195000497

: gw 数理 雑誌室 SER/LNM/K1592 1994
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