Asymptotic approximations for probability integrals / Karl Wilhelm Breitung

Auteur: Breitung, Karl Wilhelm (1953-) - AuteurType de document: Livre numériqueCollection: Lecture notes in mathematics, (Online) ; 1592Langue: anglaisÉditeur: Berlin : Springer-Verlag, 1994 ISBN: 9783540586173 Note: This book contains a lot of material on asymptotic expansions, useful for probabilists and statisticians. It is recommended for reading and as a reference, in particular for integrals related to the multivariate normal integrals, since it is carefully written with complete and precise statements and notation. It also contains examples relevant, in particular, to reliability, stochastic optimization, extreme value theory and mathematical statistics. ... (MathSciNet) Sujets MSC: 60F10 Probability theory and stochastic processes -- Limit theorems -- Large deviations
60G70 Probability theory and stochastic processes -- Stochastic processes -- Extreme value theory; extremal processes
41A60 Approximations and expansions -- Approximations and expansions -- Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
41A63 Approximations and expansions -- Approximations and expansions -- Multidimensional problems
62Pxx Statistics -- Applications
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This book contains a lot of material on asymptotic expansions, useful for probabilists and statisticians. It is recommended for reading and as a reference, in particular for integrals related to the multivariate normal integrals, since it is carefully written with complete and precise statements and notation. It also contains examples relevant, in particular, to reliability, stochastic optimization, extreme value theory and mathematical statistics. ... (MathSciNet)

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