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Asymptotic evaluation of integrals using probability tools.
by
Jaap Geluk
The Petroleum Institute, Abu Dhabi, United Arab Emirates
Techniques using regular variation and extreme value theory had a significant impact on Tauberian theory. In this talk we show how other techniques from probability theory can be used to give asymptotic estimates of integrals. The emphasis will be on the asymptotic evaluation of convolution type integrals like ∫0x f(x-y) dy(y) as x → ∞ for functions f, y satisfying f(x) ↓ 0 (x → ∞) and f(x+a) ~ f(x), y(x+a) ~ y(x), (x → ∞, a fixed).
Date received: May 11, 2008
Copyright © 2008 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cawq-22.