000 00977 a2200217 4500
008 211212b |||||||| |||| 00| 0 eng d
020 _a9780898711899
082 _a519.534
_bVAR
100 _aVaradhan, S. R. S.
245 _aLarge deviations and applications
260 _bSociety for Industrial and applied Mathematics,
_c1984
_aPhiladelphia:
300 _av, 75p. ;
_bpb,
_c25 cm.
365 _aINR
_b50.00
504 _aIncludes references
520 _aMany 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.
650 _aMathematics
650 _aMonte Carlo methods
650 _aIntegration
650 _aApplied Mathematics
942 _2ddc
_cTD
999 _c53559
_d53559