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Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics)

Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics)
By S. R. S. Varadhan

Publisher: Society for Industrial Mathematics
Number Of Pages: 81
Publication Date: 1987-01-01
ISBN-10 / ASIN: 0898711894
ISBN-13 / EAN: 9780898711899
Binding: Paperback

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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