ENGLISH

Large Deviations and Applications

By S. R. S. Varadhan

Book information

Publisher
Society for Industrial Mathematics
Year
1987
ISBN
9780898711899, 0898711894
LCC
QA273.67 .V37 1984
Open Library ID
OL3188882M
Language
english
Format
DJVU
Filesize
1018 kB (1042718 bytes)
Series
CBMS-NSF Regional Conference Series in Applied Mathematics 46
Pages
84\84
Scanned
no
Time added
2014-10-05 02:30:00

Description

Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.

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