000 | 00977 a2200217 4500 | ||
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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 |