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Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics, No. 46)

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Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics, No. 46) image
ISBN-10:

0898711894

ISBN-13:

9780898711899

Author(s): Varadhan, S.R.S.
Released: Jan 01, 1984
Publisher: Society for Industrial & Applied Mathematics
Format: Paperback, 81 pages
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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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