Asymptotic Approximations for Probability Integrals [1 ed.] 3540586172, 9783540586173, 0387586172

This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for

221 61 873KB

English Pages 154 [162] Year 1994

Table of contents :
Introduction....Pages 1-8
Mathematical preliminaries....Pages 9-33
Asymptotic analysis....Pages 34-44
Univariate integrals....Pages 45-50
Multivariate laplace type integrals....Pages 51-84
Approximations for normal integrals....Pages 85-105
Arbitrary probability integrals....Pages 106-120
Crossing rates of stochastic processes....Pages 121-134

Asymptotic Approximations for Probability Integrals [1 ed.]
3540586172, 9783540586173, 0387586172

Author / Uploaded
Karl Wilhelm Breitung (auth.)

Similar Topics
Mathematics
Probability

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