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Large Deviations and Applications by S. R. S. Varadhan 9780898711899
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Large Deviations and Applications by S. R. S. Varadhan 9780898711899

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9780898711899
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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 behavior of solutions in special situations when certain parameters get large or small.

Book Information
ISBN 9780898711899
Author S. R. S. Varadhan
Format Paperback
Page Count 80
Imprint Society for Industrial & Applied Mathematics,U.S.
Publisher Society for Industrial & Applied Mathematics,U.S.
Weight(grams) 160g

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