Approximations of Convolution Integrals
Publication: Journal of Engineering Mechanics
Volume 110, Issue 4
Abstract
The distribution of sums of independent variables can generally be obtained from convolution integrals by numerical analysis. This paper develops closed-form approximations of and bounds on convolution integrals based on pragmatical and analytical considerations. It shows that convolution integrals can be approximated simply and that the Chernoff inequality provides a satisfactory bound on these integrals.
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Information & Authors
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Published In
Journal of Engineering Mechanics
Volume 110 • Issue 4 • April 1984
Pages: 633 - 639
Copyright
Copyright © 1984 ASCE.
History
Published online: Apr 1, 1984
Published in print: Apr 1984
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