Asymptotic approximations for probability integrals / Karl Wilhelm Breitung

Auteur principal : Breitung, Karl Wilhelm, 1953-, AuteurType de document : Livre numériqueCollection : Lecture notes in mathematics, 1592Langue : anglais.Éditeur : Berlin : Springer-Verlag, 1994ISBN: 9783540586173.ISSN: 1617-9692.Sujet MSC : 60F10, Limit theorems in probability theory, Large deviations
60G70, Probability theory and stochastic processes, Extreme value theory; extremal stochastic processes
41A60, Approximations and expansions, Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
41A63, Approximations and expansions, Multidimensional problems
62Pxx, Statistics - Applications of statisticsEn-ligne : Springerlink | Zentralblatt | MathSciNet
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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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