Large Deviations and Applications
Large Deviations and Applications
S. R. S. Varadhan
January 1984
This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
Paperback
9780898711899
£32.99
GBPPaperback
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.
Product details
January 1984Paperback
9780898711899
81 pages
252 × 175 × 6 mm
0.16kg
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.
