Approximating integrals of multivariate exponentials: A moment approach (Q935225)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5306945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximating integrals of multivariate exponentials: A moment approach |
scientific article; zbMATH DE number 5306945 |
Statements
Approximating integrals of multivariate exponentials: A moment approach (English)
0 references
6 August 2008
0 references
A method is proposed for the calculation of lower and upper bounds of some exponential multivariate integrals by use of moment relaxations. It is shown that they asymptotically converge to the value of the integral when the moment degree increases. The developed theory is applied on integrals involving the normal distribution and exponential order statistic probability.
0 references
moment relaxation
0 references
multivariate exponentials
0 references
integral approximation
0 references
semidefinite programming
0 references
multivariate integrals
0 references
normal distribution
0 references
exponential order statistic probability
0 references
0.7584890723228455
0 references
0.7401983141899109
0 references
0.7397469282150269
0 references
0.7349196076393127
0 references
