Product details
ISBN
9780898711899
Published
1984-07-31
Publisher
Society for Industrial & Applied Mathematics,U.S.
Weight
165 gr
Height
228 mm
Width
151 mm
Thickness
6 mm
Age
P, 06
Language
Product language
Engelsk
Format
Product format
Heftet
Number of pages
80
Author
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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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 behaviour of solutions in special situations when certain parameters get large or small.
Read more
- 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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Product details
ISBN
9780898711899
Published
1984-07-31
Publisher
Society for Industrial & Applied Mathematics,U.S.
Weight
165 gr
Height
228 mm
Width
151 mm
Thickness
6 mm
Age
P, 06
Language
Product language
Engelsk
Format
Product format
Heftet
Number of pages
80
Author