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9780898711899 Academic Inspection Copy

Large Deviations and Applications

  • ISBN-13: 9780898711899
  • Publisher: SIAM - SOCIETY FOR INDUSTRIAL AND APPLIED
    Imprint: SIAM - SOCIETY FOR INDUSTRIAL AND APPLIED
  • By S.R.S. Varadhan
  • Price: AUD $120.00
  • Stock: 0 in stock
  • Availability: This book is temporarily out of stock, order will be despatched as soon as fresh stock is received.
  • Local release date: 29/10/1984
  • Format: Paperback (228.00mm X 151.00mm) 80 pages Weight: 165g
  • Categories: Numerical analysis [PBKS]
Description
Table of
Contents
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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.
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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