Title: Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics, No. 46)
Publisher: Society for Industrial & Applied Mathematics
Publication Date: 1984
Language: English
ISBN 10: 0898711894
ISBN 13: 9780898711899
Binding: Soft cover
Condition: New

About this title

Synopsis

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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