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Large Deviations and Applications

Varadhan, S.R.S.
Heftet / 1984 / Engelsk

Produktdetaljer

ISBN
9780898711899
Publisert
1984-07-31
Utgiver
Society for Industrial & Applied Mathematics,U.S.
Vekt
165 gr
Høyde
228 mm
Bredde
151 mm
Dybde
6 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
80

Forfatter
Varadhan, S.R.S.

Large Deviations and Applications

Varadhan, S.R.S.
Heftet / 1984 / Engelsk
Varadhan, S.R.S.
Heftet / 1984 / Engelsk
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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.
Les mer
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.
Les mer
  • 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.
    Les mer

    Relaterte produkter

    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.
    Les mer
    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.
    Les mer
    • 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.
      Les mer

      Produktdetaljer

      ISBN
      9780898711899
      Publisert
      1984-07-31
      Utgiver
      Society for Industrial & Applied Mathematics,U.S.
      Vekt
      165 gr
      Høyde
      228 mm
      Bredde
      151 mm
      Dybde
      6 mm
      Aldersnivå
      P, 06
      Språk
      Product language
      Engelsk
      Format
      Product format
      Heftet
      Antall sider
      80

      Forfatter
      Varadhan, S.R.S.

      Relaterte produkter