The Resource Large deviations and applications, S.R.S. Varadhan, (electronic resource)

Large deviations and applications, S.R.S. Varadhan, (electronic resource)

Label
Large deviations and applications
Title
Large deviations and applications
Statement of responsibility
S.R.S. Varadhan
Creator
Contributor
Publisher
Subject
Language
eng
Summary
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
Member of
Cataloging source
CaBNVSL
http://library.link/vocab/creatorName
Varadhan, S. R. S
Index
no index present
LC call number
QA273.67
LC item number
.V37 1984eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Society for Industrial and Applied Mathematics
Series statement
CBMS-NSF regional conference series in applied mathematics
Series volume
46
http://library.link/vocab/subjectName
Large deviations
Target audience
adult
Label
Large deviations and applications, S.R.S. Varadhan, (electronic resource)
Instantiates
Publication
Note
Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982
Bibliography note
Includes bibliographical references (p. 75)
Color
black and white
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
Dimensions
unknown
Extent
1 online resource (v, 75 p.)
File format
multiple file formats
Form of item
online
Isbn
9781611970241
Reformatting quality
access
Specific material designation
remote
System control number
  • (CaBNVSL)gtp00547311
  • (SIAM)9781611970241
Label
Large deviations and applications, S.R.S. Varadhan, (electronic resource)
Publication
Note
Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982
Bibliography note
Includes bibliographical references (p. 75)
Color
black and white
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
Dimensions
unknown
Extent
1 online resource (v, 75 p.)
File format
multiple file formats
Form of item
online
Isbn
9781611970241
Reformatting quality
access
Specific material designation
remote
System control number
  • (CaBNVSL)gtp00547311
  • (SIAM)9781611970241

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