Asymptotic approximations for probability integrals
Publication:112433
DOI10.1016/0266-8920(89)90024-6zbMath0814.60020OpenAlexW4297170707MaRDI QIDQ112433
Karl Breitung, Karl W. Breitung
Publication date: December 1989
Published in: Probabilistic Engineering Mechanics, Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0073538
Gaussian processeslarge deviationasymptotic expansionslarge deviationsreliability theoryprobability integralsasymptotic representations and expansionsmultivariate Laplace type integrals
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Reliability, availability, maintenance, inspection in operations research (90B25) Applications of statistics (62P99) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Large deviations (60F10) Multidimensional problems (41A63) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to approximations and expansions (41-02)
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