Large Deviations and Applications |
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| Author:
| Varadhan, S. R. S. |
| Series title: | CBMS-NSF Regional Conference Series in Applied Mathematics Ser. |
| ISBN: | 978-0-89871-189-9 |
| Publication Date: | Jul 1984 |
| Publisher: | Society for Industrial and Applied Mathematics
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| Book Format: | Paperback |
| List Price: | USD $30.00USD $50.00 |
Book 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 behaviour of solutions in special situations when certain parameters get large or small.
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 behaviour of solutions in special situations when certain parameters get large or small.