Large Deviations and Applications
£32.99
Part of CBMS-NSF Regional Conference Series in Applied Mathematics
- Author: S. R. S. Varadhan
- Date Published: January 1984
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
- format: Paperback
- isbn: 9780898711899
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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.
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×Product details
- Date Published: January 1984
- format: Paperback
- isbn: 9780898711899
- length: 81 pages
- dimensions: 252 x 175 x 6 mm
- weight: 0.16kg
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
Table of Contents
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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