Pages that link to "Item:Q112433"

The following pages link to Asymptotic approximations for probability integrals (Q112433):

Displaying 33 items.

• TesiproV (Q112434) (← links)
• Multidimensional Watson lemma and its applications (Q325631) (← links)
• Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure (Q378540) (← links)
• A survey on approaches for reliability-based optimization (Q381530) (← links)
• A robust iterative algorithm for structural reliability analysis (Q381587) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• Structural reliability analysis using non-probabilistic convex model (Q465718) (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
• On the asymptotic Laplace method and its application to random chaos (Q745632) (← links)
• Non-equilibrium thermodynamics of piecewise deterministic Markov processes (Q1047147) (← links)
• Records from a multivariate normal sample (Q1265994) (← links)
• Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically (Q1592151) (← links)
• On the equivalence of thermodynamics ensembles for flexible polymer chains (Q1782541) (← links)
• Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions (Q1986393) (← links)
• On the long-range dependence of mixed fractional Poisson process (Q2042052) (← links)
• Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces (Q2096838) (← links)
• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
• Asymptotic expansions for SDE's with small multiplicative noise (Q2253854) (← links)
• Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• A hybrid reliability model for structures with truncated probability distributions (Q2392430) (← links)
• Adapted polynomial chaos expansion for failure detection (Q2456688) (← links)
• Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter (Q2484087) (← links)
• A unified approach to infinite-dimensional integration (Q2806158) (← links)
• Asymptotic expansion of double Laplace-type integrals: The case of non-stationary minimum points (Q2814397) (← links)
• A Probabilistic and Interval Hybrid Reliability Analysis Method for Structures with Correlated Uncertain Parameters (Q2972014) (← links)
• Polynomial chaos for the approximation of uncertainties: Chances and limits (Q3503195) (← links)
• On asymptotics of multivariate integrals with applications to records (Q4532395) (← links)
• Asymptotics of Gaussian integrals in infinite dimensions (Q5222883) (← links)
• Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems (Q6089193) (← links)
• Freezing limits for Calogero–Moser–Sutherland particle models (Q6124716) (← links)
• Lipschitz continuity of probability kernels in the optimal transport framework (Q6187900) (← links)
• High-dimensional factor copula models with estimation of latent variables (Q6200937) (← links)