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Description - Large Deviations and Applications by S. R. S. Varadhan

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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Book Details

ISBN: 9780898711899
ISBN-10: 0898711894
Format: Paperback
(229mm x 152mm x 6mm)
Pages: 80
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 31-Jan-1984
Country of Publication: United States

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