Large Deviations and Applications: 46 (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 46) - Softcover

Varadhan, S. R. S.

 
9780898711899: Large Deviations and Applications: 46 (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 46)

Synopsis

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.

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Product Description

This book's emphasis is on the behavior of solutions in special situations when certain parameters get large or small.

"About this title" may belong to another edition of this title.