Large Deviations and Applications

Large Deviations and Applications - CBMS-NSF Regional Conference Series in Applied Mathematics

Paperback (31 Jul 1984)

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Publisher's 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.

Book information

ISBN: 9780898711899
Publisher: SIAM - Society for Industrial and Applied Mathematics
Imprint: Society for Industrial and Applied Mathematics
Pub date:
DEWEY: 519.534
DEWEY edition: 19
Language: English
Number of pages: 75
Weight: 160g
Height: 251mm
Width: 174mm
Spine width: 7mm