Asymptotic approximations for probability integrals
DOI10.1016/0266-8920(89)90024-6zbMATH Open0814.60020OpenAlexW4297170707MaRDI QIDQ112433FDOQ112433
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 processesasymptotic expansionsasymptotic representations and expansionslarge deviationlarge deviationsmultivariate Laplace type integralsprobability integralsreliability theory
Reliability and life testing (62N05) Large deviations (60F10) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Applications of statistics (62P99) Reliability, availability, maintenance, inspection in operations research (90B25) 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) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cited In (41)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
- Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically
- Asymptotic estimates using probability
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate
- Asymptotic expansion for some local volatility models arising in finance
- On asymptotics of multivariate integrals with applications to records
- Asymptotics of two integrals from optimization theory and geometric probability
- Asymptotic expansion of double Laplace-type integrals: the case of non-stationary minimum points
- Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
- Adapted polynomial chaos expansion for failure detection
- Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions
- Exact asymptotic expression for the density of multiple stochastic integrals
- Non-equilibrium thermodynamics of piecewise deterministic Markov processes
- A Probabilistic and Interval Hybrid Reliability Analysis Method for Structures with Correlated Uncertain Parameters
- Tail order and intermediate tail dependence of multivariate copulas
- On the asymptotic Laplace method and its application to random chaos
- Asymptotic expansions of Laplace-type integrals. III
- Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter
- Structural reliability analysis using non-probabilistic convex model
- Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
- Polynomial chaos for the approximation of uncertainties: Chances and limits
- Multidimensional Watson lemma and its applications
- Lipschitz continuity of probability kernels in the optimal transport framework
- Assessing bivariate tail non-exchangeable dependence
- Records from a multivariate normal sample
- A unified approach to infinite-dimensional integration
- High-dimensional factor copula models with estimation of latent variables
- On the long-range dependence of mixed fractional Poisson process
- Strength of tail dependence based on conditional tail expectation
- A hybrid reliability model for structures with truncated probability distributions
- A survey on approaches for reliability-based optimization
- Asymptotics of Gaussian integrals in infinite dimensions
- Title not available (Why is that?)
- TesiproV
- Asymptotic expansions for SDE's with small multiplicative noise
- On the equivalence of thermodynamics ensembles for flexible polymer chains
- Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
- A robust iterative algorithm for structural reliability analysis
- Freezing limits for Calogero–Moser–Sutherland particle models
- Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
- Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces
Recommendations
- Title not available (Why is that?) 👍 👎
- 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 👍 👎
- Title not available (Why is that?) 👍 👎
- Title not available (Why is that?) 👍 👎
- Asymptotic expansions for probability distributions 👍 👎
This page was built for publication: Asymptotic approximations for probability integrals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q112433)
