Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics, No. 46)
ISBN-13:
9780898711899
ISBN-10:
0898711894
Author:
S.R.S. Varadhan
Publication date:
1984
Publisher:
Society for Industrial & Applied Mathematics
Format:
Paperback
81 pages
FREE US shipping
Book details
ISBN-13:
9780898711899
ISBN-10:
0898711894
Author:
S.R.S. Varadhan
Publication date:
1984
Publisher:
Society for Industrial & Applied Mathematics
Format:
Paperback
81 pages
Summary
Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics, No. 46) (ISBN-13: 9780898711899 and ISBN-10: 0898711894), written by authors
S.R.S. Varadhan, was published by Society for Industrial & Applied Mathematics in 1984.
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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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