Asymptotic approximations for multinormal integrals

Journal of Engineering Mechanics

Volumn 110, Issue 3, 1984, Pages 357-366

  Breitung, Karl ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY; STATISTICAL METHODS;

ASYMPTOTIC ANALYSIS;

MATHEMATICAL TECHNIQUES;

EID: 0021385975     PISSN: 07339399     EISSN: None     Source Type: Journal    
DOI: 10.1061/(ASCE)0733-9399(1984)110:3(357)     Document Type: Article

References (13)

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3. Breitung, K., "An Asymptotic Formula for the Failure Probability," DIALOG 82-6, Department of Civil Engineering, Danmarks Ingeniarakademi, Lyngby, Denmark, 1982, (to appear).
4. Ditlevsen, O., Uncertainty Modelling, McGraw-Hill, New York, N.Y., 1981.
5. Ditlevsen, O., "Principle of Normal Tail Approximation," Journal of the Engineering Mechanics Division, ASCE, Vol. 107, No. EM6, Dec, 1981, pp. 1191- 1209.
6. Dolinski, K., "First-Order Second Moment Approximation in Reliability of Structural Systems; Critical Review and an Alternative Approach," Structural Safety, (to appear).
7. Fiessler, B., Neumann, H.-J., and Rackwitz, R., "Quadratic Limit States in Structural Reliability," Journal of the Engineering Mechanics Division, ASCE, Vol. 105, No. EM4, Aug., 1979, pp. 661-676.
8. Hasofer, A. M., and Lind, N. C, "An Exact and Invariant First-Order Reliability Format," Journal of the Engineering Mechanics Division, ASCE, Vol. 100, No. EMI, Feb., 1974, pp. 111-121.
9. Hohenbichler, M., and Rackwitz, R., "Non-Normal Dependent Vectors in Structural Safety," Journal of the Engineering Mechanics Division, ASCE, Vol. 107, No. EM6, Dec, 1981, pp. 1227-1241.
10. Johnson, N. I., and Kotz, S., Distributions in Statistics; Continuous Unvariate Distributions 2, Wiley, New York, N.Y., 1979.
11. Psenicnyj, B. N., "Algorithms for General Mathematical Programming Problems," Cybernetics, Vol. 6, No. 5, 1970, pp. 120-125.
12. Rackwitz, R., and Fiessler, B., "Structural Reliability under Combined Random Sequences," Computers and Structures, Vol. 9, 1978, pp. 489-494.
13. Thorpe, J. A., Elementary Topics in Differential Geometry, Springer, New York, N.Y., 1979.