Homework How-to » twice http://homeworkhowto.com Homework. Easy. Wed, 06 Jan 2010 21:14:39 +0000 http://wordpress.org/?v=2.8.4 en hourly 1 Saddle-Point Approximation http://homeworkhowto.com/saddle-point-approximation/ http://homeworkhowto.com/saddle-point-approximation/#comments Fri, 06 Nov 2009 01:44:54 +0000 Christine http://homeworkhowto.com/saddle-point-approximation/ Saddle-Point Approximation Explained

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Description

A detailed tutorial on saddle-point approximation. Step by step tutorial including several examples of saddle-point approximation for reference.

Overview

Saddle-point approximation is also referred to as the method of steepest descent and Laplace’s method. It is a way of approximating integrals in the form \int_a^b\! e^{M f(x)}dx\,. f(x) is some twice-differentiable function, M is a large number, and the integral endpoints a and b have a possibilty of being infinite.

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