Large deviations and applications

By:

Varadhan, S. R. S

Publication details: Society for Industrial and applied Mathematics, 1984 Philadelphia:Description: v, 75p. ; pb, 25 cmISBN:

9780898711899

Subject(s):

DDC classification:

519.534 VAR

Summary: 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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	IIT Gandhinagar General Stacks	General	519.534 VAR (Browse shelf(Opens below))	1	Available		030981

Browsing IIT Gandhinagar shelves, Shelving location: General Stacks, Collection: General Close shelf browser (Hides shelf browser)

Previous								Next
Previous	519.5 WAI High-dimensional statistics: a non-asymptotic viewpoint	519.50285 WEI Statistics using stata: an integrative approach	519.52 YUZ Sampled-data models for linear and nonlinear systems	519.534 VAR Large deviations and applications	519.544 CYG Parameterized algorithms	519.602462 DEB Optimization for engineering design : algorithms and examples	519.602462 DEB Optimization for engineering design : algorithms and examples	Next

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.

There are no comments on this title.

to post a comment.