Asymptotic approximations for probability integrals
asymptotic expansionsasymptotic representations and expansionsGaussian processeslarge deviationlarge deviationsmultivariate Laplace type integralsprobability integralsreliability theory
Research exposition (monographs, survey articles) pertaining to approximations and expansions (41-02) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Multidimensional problems (41A63) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Large deviations (60F10) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05) Applications of statistics (62P99) Reliability, availability, maintenance, inspection in operations research (90B25)
- scientific article; zbMATH DE number 775091
- Approximating random variables by stochastic integrals
- Approximation d'intégrales de processus stochastiques
- Asymptotic estimates using probability
- Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
- scientific article; zbMATH DE number 4201290
- scientific article; zbMATH DE number 219319
- Asymptotic expansions for probability distributions
- Non-equilibrium thermodynamics of piecewise deterministic Markov processes
- TesiproV
- Records from a multivariate normal sample
- Asymptotic estimates using probability
- Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically
- On the equivalence of thermodynamics ensembles for flexible polymer chains
- Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
- Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions
- On the long-range dependence of mixed fractional Poisson process
- Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate
- Asymptotic expansions for SDE's with small multiplicative noise
- Assessing bivariate tail non-exchangeable dependence
- Asymptotic expansion for some local volatility models arising in finance
- Exact asymptotic expression for the density of multiple stochastic integrals
- A hybrid reliability model for structures with truncated probability distributions
- Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
- Adapted polynomial chaos expansion for failure detection
- Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter
- A unified approach to infinite-dimensional integration
- Asymptotic expansion of double Laplace-type integrals: the case of non-stationary minimum points
- A Probabilistic and Interval Hybrid Reliability Analysis Method for Structures with Correlated Uncertain Parameters
- Multidimensional Watson lemma and its applications
- Polynomial chaos for the approximation of uncertainties: Chances and limits
- scientific article; zbMATH DE number 3911895 (Why is no real title available?)
- Asymptotics of two integrals from optimization theory and geometric probability
- Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
- A survey on approaches for reliability-based optimization
- A robust iterative algorithm for structural reliability analysis
- Strength of tail dependence based on conditional tail expectation
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
- On asymptotics of multivariate integrals with applications to records
- Structural reliability analysis using non-probabilistic convex model
- scientific article; zbMATH DE number 775091 (Why is no real title available?)
- scientific article; zbMATH DE number 934548 (Why is no real title available?)
- Asymptotics of Gaussian integrals in infinite dimensions
- Asymptotic expansions of Laplace-type integrals. III
- Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
- Freezing limits for Calogero–Moser–Sutherland particle models
- Lipschitz continuity of probability kernels in the optimal transport framework
- High-dimensional factor copula models with estimation of latent variables
- Tail order and intermediate tail dependence of multivariate copulas
- Hua-Pickrell diffusions and differential equations related with pseudo-Jacobi polynomials
- Scalability of the second-order reliability method for stochastic differential equations with multiplicative noise
- On the asymptotic Laplace method and its application to random chaos
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