Large Deviations and Applications
| Author | : S. R. S. Varadhan |
| Publisher | : SIAM |
| Total Pages | : 74 |
| Release | : 1984-01-31 |
| ISBN-10 | : 9780898711899 |
| ISBN-13 | : 0898711894 |
| Rating | : 4/5 (894 Downloads) |
Book Synopsis Large Deviations and Applications by : S. R. S. Varadhan
Download or read book Large Deviations and Applications written by S. R. S. Varadhan and published by SIAM. This book was released on 1984-01-31 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.