Asymptotic Approximations For Probability Integrals
Download Asymptotic Approximations For Probability Integrals full books in PDF, epub, and Kindle. Read online free Asymptotic Approximations For Probability Integrals ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads.
Author |
: Karl W. Breitung |
Publisher |
: Springer |
Total Pages |
: 157 |
Release |
: 2006-11-14 |
ISBN-10 |
: 9783540490333 |
ISBN-13 |
: 3540490337 |
Rating |
: 4/5 (33 Downloads) |
Synopsis Asymptotic Approximations for Probability Integrals by : Karl W. Breitung
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.
Author |
: R. Wong |
Publisher |
: Academic Press |
Total Pages |
: 561 |
Release |
: 2014-05-10 |
ISBN-10 |
: 9781483220710 |
ISBN-13 |
: 1483220710 |
Rating |
: 4/5 (10 Downloads) |
Synopsis Asymptotic Approximations of Integrals by : R. Wong
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.
Author |
: Karl Wilhelm Breitung |
Publisher |
: Springer Verlag |
Total Pages |
: 146 |
Release |
: 1994-01-01 |
ISBN-10 |
: 0387586172 |
ISBN-13 |
: 9780387586175 |
Rating |
: 4/5 (72 Downloads) |
Synopsis Asymptotic Approximations for Probability Integrals by : Karl Wilhelm Breitung
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.
Author |
: Nico M. Temme |
Publisher |
: World Scientific Publishing Company |
Total Pages |
: 0 |
Release |
: 2015 |
ISBN-10 |
: 9814612154 |
ISBN-13 |
: 9789814612159 |
Rating |
: 4/5 (54 Downloads) |
Synopsis Asymptotic Methods for Integrals by : Nico M. Temme
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.
Author |
: P. Thoft-Christensen |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 432 |
Release |
: 2012-12-06 |
ISBN-10 |
: 9783642838286 |
ISBN-13 |
: 3642838286 |
Rating |
: 4/5 (86 Downloads) |
Synopsis Reliability and Optimization of Structural Systems ’88 by : P. Thoft-Christensen
The present book contains 30 papers presented at the 2nd Working Conference on Reliability and Optimization of Structural Systems. The purpose of the Working Group was - to promote modern structural system optimization and reliability theory, - to advance international cooperation in the field of structural system optimization and reliability theory, - to stimulate research, development and application of structural system optimization and reliability theory, - to further the dissemination and exchange of information on reliability and optimization of structural system optimization and reliability theory, - to encourage education in structural system optimization and reliability theory.
Author |
: Marek Capinski |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 229 |
Release |
: 2013-06-29 |
ISBN-10 |
: 9781447136316 |
ISBN-13 |
: 1447136314 |
Rating |
: 4/5 (16 Downloads) |
Synopsis Measure, Integral and Probability by : Marek Capinski
This very well written and accessible book emphasizes the reasons for studying measure theory, which is the foundation of much of probability. By focusing on measure, many illustrative examples and applications, including a thorough discussion of standard probability distributions and densities, are opened. The book also includes many problems and their fully worked solutions.
Author |
: Norman Bleistein |
Publisher |
: Courier Corporation |
Total Pages |
: 453 |
Release |
: 1986-01-01 |
ISBN-10 |
: 9780486650821 |
ISBN-13 |
: 0486650820 |
Rating |
: 4/5 (21 Downloads) |
Synopsis Asymptotic Expansions of Integrals by : Norman Bleistein
Excellent introductory text, written by two experts, presents a coherent and systematic view of principles and methods. Topics include integration by parts, Watson's lemma, LaPlace's method, stationary phase, and steepest descents. Additional subjects include the Mellin transform method and less elementary aspects of the method of steepest descents. 1975 edition.
Author |
: Rudiger Rackwitz |
Publisher |
: Springer |
Total Pages |
: 321 |
Release |
: 2013-06-05 |
ISBN-10 |
: 9780387348667 |
ISBN-13 |
: 0387348662 |
Rating |
: 4/5 (67 Downloads) |
Synopsis Reliability and Optimization of Structural Systems by : Rudiger Rackwitz
The 6th meeting sponsored by IFIP Working Group 7.5, on reliability and optimization of structural systems, took place in September 1994 in Assisi, Italy. This book contains the papers presented at the working conference including topics such as reliability of special structures, fatigue, failure modes and time-variant systems relibility.
Author |
: Zehua Chen |
Publisher |
: CRC Press |
Total Pages |
: 944 |
Release |
: 2013-11-01 |
ISBN-10 |
: 9780415669863 |
ISBN-13 |
: 0415669863 |
Rating |
: 4/5 (63 Downloads) |
Synopsis Statistical Methods for QTL Mapping by : Zehua Chen
While numerous advanced statistical approaches have recently been developed for quantitative trait loci (QTL) mapping, the methods are scattered throughout the literature. Statistical Methods for QTL Mapping brings together many recent statistical techniques that address the data complexity of QTL mapping. After introducing basic genetics topics and statistical principles, the author discusses the principles of quantitative genetics, general statistical issues of QTL mapping, commonly used one-dimensional QTL mapping approaches, and multiple interval mapping methods. He then explains how to use a feature selection approach to tackle a QTL mapping problem with dense markers. The book also provides comprehensive coverage of Bayesian models and MCMC algorithms and describes methods for multi-trait QTL mapping and eQTL mapping, including meta-trait methods and multivariate sequential procedures. This book emphasizes the modern statistical methodology for QTL mapping as well as the statistical issues that arise during this process. It gives the necessary biological background for statisticians without training in genetics and, likewise, covers statistical thinking and principles for geneticists. Written primarily for geneticists and statisticians specializing in QTL mapping, the book can also be used as a supplement in graduate courses or for self-study by PhD students working on QTL mapping projects.
Author |
: Alexander Degtyarev |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 284 |
Release |
: 2000-10-26 |
ISBN-10 |
: 3540410880 |
ISBN-13 |
: 9783540410881 |
Rating |
: 4/5 (80 Downloads) |
Synopsis Real Enriques Surfaces by : Alexander Degtyarev
Deformation classes. p. 89.