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
On asymptotics of multivariate integrals with applications to records,
Multidimensional Watson lemma and its applications,
A hybrid reliability model for structures with truncated probability distributions,
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,
Polynomial chaos for the approximation of uncertainties: Chances and limits,
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,
A Probabilistic and Interval Hybrid Reliability Analysis Method for Structures with Correlated Uncertain Parameters,
Structural reliability analysis using non-probabilistic convex model,
Adapted polynomial chaos expansion for failure detection,
Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions,
Asymptotic expansions for SDE's with small multiplicative noise,
Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter,
Asymptotic expansions of Laplace-type integrals. III,
Assessing bivariate tail non-exchangeable dependence,
On the equivalence of thermodynamics ensembles for flexible polymer chains,
TesiproV,
Asymptotic expansion for some local volatility models arising in finance,
On the long-range dependence of mixed fractional Poisson process,
A unified approach to infinite-dimensional integration,
On the asymptotic Laplace method and its application to random chaos,
Asymptotic expansion of double Laplace-type integrals: The case of non-stationary minimum points,
Records from a multivariate normal sample,
Asymptotics of Gaussian integrals in infinite dimensions,
Non-equilibrium thermodynamics of piecewise deterministic Markov processes,
Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces,
Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically,
Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate
