Asymptotic value of a multidimensional normal probability integral (Q1092352)
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scientific article; zbMATH DE number 4019672
| Language | Label | Description | Also known as |
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| English | Asymptotic value of a multidimensional normal probability integral |
scientific article; zbMATH DE number 4019672 |
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Asymptotic value of a multidimensional normal probability integral (English)
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1987
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Laplace's method of asymptotic estimation of integrals is extended to deal with multidimensional normal probability integrals. A multidimensional normal distribution is integrated over a region which does not include the origin, and an asymptotic value is obtained for small values of the variance. The method is illustrated by an error probability calculation in a communication system using M-level differential phase shift keying.
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Laplace's method
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asymptotic estimation of integrals
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probability integrals
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