Large Deviations by Varadhan (60 results)
Language: English
Published by Society For Industrial And Applied Mathematics, 1984
- Softcover
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,250grams, ISBN:0898711894.…
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Paperback. Condition: Brand New. 104 pages. 9.80x7.00x0.30 inches. In Stock.
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Paperback. Condition: New. The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.…
Language: English
Published by American Mathematical Society, Providence, 2016
- Softcover
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Paperback. Condition: new. Paperback. The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems. "Courant Institute of Mathematical Sciences." Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…
- Softcover
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- Softcover
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- Softcover
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Condition: New. pp. 104.
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Condition: New. In English.
Language: English
Published by Society for Industrial & Applied Mathematics, 1984
- Softcover
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- Softcover
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Language: English
Published by American Mathematical Society 2016-12-30, 2016
- Softcover
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Paperback. Condition: New.
Language: English
Published by Society for Industrial & Applied Mathematics, 1984
- Softcover
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Language: English
Published by Society for Industrial & Applied Mathematics, 1984
- Softcover
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Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 1984
- Softcover
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Paperback. Condition: New. 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.…
- Softcover
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Condition: New. "Courant Institute of Mathematical Sciences." Series: Courant Lecture Notes. Num Pages: 104 pages. BIC Classification: PBT; PBWL. Category: (G) General (US: Trade). Dimension: 254 x 178. . . 2016. Paperback. . . . .
- Softcover
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Condition: New. pp. 104.
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Language: English
Published by Society for Industrial & Applied Mathematics, 1984
- Softcover
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Condition: New. pp. 104.
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Condition: New. "Courant Institute of Mathematical Sciences." Series: Courant Lecture Notes. Num Pages: 104 pages. BIC Classification: PBT; PBWL. Category: (G) General (US: Trade). Dimension: 254 x 178. . . 2016. Paperback. . . . . Books ship from the US and Ireland.
Language: English
Published by Society for Industrial & Applied Mathematics, 1984
- Softcover
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Language: English
Published by MP-SIA SIAM - Society for Industrial and Applied M, 1984
- Softcover
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Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 1984
- Softcover
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Paperback. Condition: Brand New. 81 pages. 9.75x6.75x0.25 inches. In Stock.
