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Approximation of certain multivariate integrals

✍ Scribed by Jane M. Olson; Lisa A. Weissfeld

Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
644 KB
Volume
11
Category
Article
ISSN
0167-7152

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πŸ“œ SIMILAR VOLUMES

Approximating integrals of multivariate
Approximating integrals of multivariate exponentials: A moment approach
✍ Dimitris Bertsimas; Xuan Vinh Doan; Jean Lasserre πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 168 KB

We propose a method to calculate lower and upper bounds of some exponential multivariate integrals using moment relaxations and show that they asymptotically converge to the value of the integrals when the moment degree increases. We report computational results for integrals involving the normal di