Large Deviations and Applications
Download or Read eBook Large Deviations and Applications PDF 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.
| Author | : S. R. S. Varadhan |
| Publisher | : SIAM |
| Total Pages | : 74 |
| Release | : 1984-01-31 |
| ISBN-10 | : 9780898711899 |
| ISBN-13 | : 0898711894 |
| Rating | : 4/5 (99 Downloads) |
Book Synopsis Large Deviations and Applications by : S. R. S. Varadhan
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.
