Large Deviations and Applications
Large Deviations and Applications
S. R. S. Varadhan
No date available
Paperback
9780898711899
Paperback
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
No date availablePaperback
9780898711899
81 pages
252 × 175 × 6 mm
0.16kg
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.
