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