Asymptotic approximations for multidimensional integrals
Abstract
In this paper an overview of analytic approximation methods for multidimensional integrals is given. For such integrals is is possible to derive simple asymptotic approximations by the Laplace method. This method can be used also for surface integrals. The approximations are found by making Taylor expansions at the points where the integrand is maximal. With these results approximations for the extreme value distribution of functions of random vectors and multivariate random processes can be derived.
Fields of Study & Subjects
Probability and Statistical Research
Mathematical Approximation and Integration
Probability and Risk Models
Publication details
- Journal / source
- CRC Press eBooks
- Pages
- 691–696
- Publication date
- 10 February 2026
- Language
- EN
- Document type
- Book chapter