Asymptotic value of a multidimensional normal probability integral

DOI10.1016/0377-0427(87)90198-1zbMath0627.41025OpenAlexW2159838350MaRDI QIDQ1092352

L. Lorne Campbell

Publication date: 1987

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(87)90198-1

zbMATH Keywords

Laplace's methodasymptotic estimation of integralsprobability integrals

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Cites Work

• Differential forms. With applications to the physical sciences
• Approximations to a Class of Double Integrals of Functions of Large Numbers
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotic value of a multidimensional normal probability integral