Large deviations and applications
Varadhan, S. R. S.
Large deviations and applications - Philadelphia: Society for Industrial and applied Mathematics, 1984 - v, 75p. ; pb, 25 cm.
Includes references
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.
9780898711899
Mathematics
Monte Carlo methods
Integration
Applied Mathematics
519.534 / VAR
Large deviations and applications - Philadelphia: Society for Industrial and applied Mathematics, 1984 - v, 75p. ; pb, 25 cm.
Includes references
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.
9780898711899
Mathematics
Monte Carlo methods
Integration
Applied Mathematics
519.534 / VAR
