S. R. S. Varadhan,
S.r.s. Varadhan
Large Deviations and Applications
Paperback Engels 1984 9780898711899Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780898711899
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:81
Uitgever:Society for Industrial and Applied Mathematics
Serie:CBMS-NSF Regional Co
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Inhoudsopgave
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.
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