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.
| ISBN: | 9780898711899 |
| Publication date: | 31st July 1984 |
| Author: | S R S Varadhan |
| Publisher: | Society for Industrial and Applied Mathematics an imprint of SIAM - Society for Industrial and Applied Mathematics |
| Format: | Paperback |
| Pagination: | 75 pages |
| Series: | CBMS-NSF Regional Conference Series in Applied Mathematics |
| Genres: |
Applied mathematics |
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.
Large Deviations and Applications features in the following genres: Applied mathematics
Large Deviations and Applications is available in Paperback
Large Deviations and Applications was written by S R S Varadhan and published by Society for Industrial and Applied Mathematics an imprint of SIAM - Society for Industrial and Applied Mathematics
Large Deviations and Applications has 75 pages
Yes it is part of CBMS-NSF Regional Conference Series in Applied Mathematics series