Large Deviations and Applications

S.R.S. Varadhan

ISBN 10: 0898711894 / ISBN 13: 9780898711899

Published by Society for Industrial and Applied Mathematics,U.S., US, 1984

About this Item

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.

Seller Inventory # LU-9780898711899

Bibliographic Details

• Title: Large Deviations and Applications
• Publisher: Society for Industrial and Applied Mathematics,U.S., US
• Publication Date: 1984
• Language: English
• ISBN 10: 0898711894
• ISBN 13: 9780898711899
• Binding: Paperback
• Condition: New
• Dimensions: 17.15W x 0.64H x 24.77D centimeters 17.15 centimeters width by 0.64 centimeters height by 24.77 centimeters depth
• Weight: 160 grams

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.