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Asymptotic Approximations for Probability Integrals

Asymptotic Approximations for Probability Integrals
Author: Karl W. Breitung
Publisher: Springer
Total Pages: 157
Release: 2006-11-14
Genre: Technology & Engineering
ISBN: 3540490337

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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.


Asymptotic Approximations for Probability Integrals

Asymptotic Approximations for Probability Integrals
Author: Karl Wilhelm Breitung
Publisher: Springer Verlag
Total Pages: 146
Release: 1994-01-01
Genre: Mathematics
ISBN: 9780387586175

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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.


Asymptotic Approximations of Integrals

Asymptotic Approximations of Integrals
Author: R. Wong
Publisher: Academic Press
Total Pages: 561
Release: 2014-05-10
Genre: Mathematics
ISBN: 1483220710

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Asymptotic Approximations of Integrals deals with the methods used in the asymptotic approximation of integrals. Topics covered range from logarithmic singularities and the summability method to the distributional approach and the Mellin transform technique for multiple integrals. Uniform asymptotic expansions via a rational transformation are also discussed, along with double integrals with a curve of stationary points. For completeness, classical methods are examined as well. Comprised of nine chapters, this volume begins with an introduction to the fundamental concepts of asymptotics, followed by a discussion on classical techniques used in the asymptotic evaluation of integrals, including Laplace's method, Mellin transform techniques, and the summability method. Subsequent chapters focus on the elementary theory of distributions; the distributional approach; uniform asymptotic expansions; and integrals which depend on auxiliary parameters in addition to the asymptotic variable. The book concludes by considering double integrals and higher-dimensional integrals. This monograph is intended for graduate students and research workers in mathematics, physics, and engineering.


Asymptotic Approximations of Integrals

Asymptotic Approximations of Integrals
Author: Roderick Wong
Publisher: Boston [Mass.] ; Toronto : Academic Press
Total Pages: 544
Release: 1989
Genre: Mathematics
ISBN: 9780127625355

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Asymptotic Expansions of Integrals

Asymptotic Expansions of Integrals
Author: Norman Bleistein
Publisher: Ardent Media
Total Pages: 456
Release: 1975
Genre: Mathematics
ISBN: 9780030835964

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Coherent, systematic coverage of standard methods: integration by parts, Watson's lemma, LaPlace's method, stationary phase and steepest descents. Also includes Mellin transform method and less elementary aspects of the method of steepest descents. Abundant exercises. 1975 edition.


Normal Approximation and Asymptotic Expansions

Normal Approximation and Asymptotic Expansions
Author: Rabi N. Bhattacharya
Publisher: SIAM
Total Pages: 333
Release: 2010-11-11
Genre: Mathematics
ISBN: 089871897X

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-Fourier analysis, --


Asymptotic Methods For Integrals

Asymptotic Methods For Integrals
Author: Nico M Temme
Publisher: World Scientific
Total Pages: 628
Release: 2014-10-31
Genre: Mathematics
ISBN: 9814612170

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This book gives introductory chapters on the classical basic and standard methods for asymptotic analysis, such as Watson's lemma, Laplace's method, the saddle point and steepest descent methods, stationary phase and Darboux's method. The methods, explained in great detail, will obtain asymptotic approximations of the well-known special functions of mathematical physics and probability theory. After these introductory chapters, the methods of uniform asymptotic analysis are described in which several parameters have influence on typical phenomena: turning points and transition points, coinciding saddle and singularities. In all these examples, the special functions are indicated that describe the peculiar behavior of the integrals.The text extensively covers the classical methods with an emphasis on how to obtain expansions, and how to use the results for numerical methods, in particular for approximating special functions. In this way, we work with a computational mind: how can we use certain expansions in numerical analysis and in computer programs, how can we compute coefficients, and so on.


Approximation, Probability, and Related Fields

Approximation, Probability, and Related Fields
Author: George A. Anastassiou
Publisher: Springer Science & Business Media
Total Pages: 441
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461524946

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Proceedings of a conference held in Santa Barbara, California, May 20-22, 1993