Asymptotic approximations for probability integrals
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)
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- A unified approach to infinite-dimensional integration
- On the long-range dependence of mixed fractional Poisson process
- High-dimensional factor copula models with estimation of latent variables
- 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
- Asymptotic expansions for SDE's with small multiplicative noise
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- Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
- A robust iterative algorithm for structural reliability analysis
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- Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces
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