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The Resource Large deviations and applications, S.R.S. Varadhan, (electronic resource)
Large deviations and applications, S.R.S. Varadhan, (electronic resource)
Resource Information
The item Large deviations and applications, S.R.S. Varadhan, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.This item is available to borrow from all library branches.
Resource Information
The item Large deviations and applications, S.R.S. Varadhan, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.
This item is available to borrow from all library branches.
 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
 Language
 eng
 Extent
 1 online resource (v, 75 p.)
 Note
 Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982
 Contents

 Large deviations
 Cramer's theorem
 Multidimensional version of Cramer's theorem
 An infinite dimensional example: Brownian motion
 The VentcelFreidlin 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
 Isbn
 9781611970241
 Label
 Large deviations and applications
 Title
 Large deviations and applications
 Statement of responsibility
 S.R.S. Varadhan
 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
 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
 CBMSNSF 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)
 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 VentcelFreidlin 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)
 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 VentcelFreidlin 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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