Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics)

ISBN: 0898711894

Category: Technical

Tag: Science/Engineering


Posted on 2009-08-13. By anonymous.

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S. R. S. Varadhan «Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics)»
Publisher: Society for Industrial Mathematics | Edition: 1987 | ISBN: 0898711894 | PDF | 81 pages | 2,1 Mb

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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