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Varadhan

Large Deviations and Applications

Medium: Buch
ISBN: 978-0-89871-189-9
Verlag: Society for Industrial and Applied Mathematics
Erscheinungstermin: 31.01.1984
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9780898711899
  • Medium: Buch
  • ISBN: 978-0-89871-189-9
  • Verlag: Society for Industrial and Applied Mathematics
  • Erscheinungstermin: 31.01.1984
  • Sprache(n): Englisch
  • Auflage: Erscheinungsjahr 1984
  • Serie: CBMS-NSF Regional Conference Series in Applied Mathematics
  • Produktform: Kartoniert
  • Gewicht: 163 g
  • Seiten: 81
  • Format (B x H x T): 172 x 251 x 7 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Large Deviations; Cramer's Theorem; Multidimensional Version of Cramer's Theorem; An Infinite Dimensional Example: Brownian Motion; The Ventcel-Freidlin Theory; The Exit Problem; Empirical Distributions; The Large Deviation Problem for Empirical Distributions of Markov Processes; Some Properties of Entropy; Upper Bounds; Lower Bounds; Contraction Principle; Application to the Problem of the Wiener Sausage; The Polaron Problem.