
Large Deviations and Applications
S.R.S. Varadhan(Author)
Society for Industrial & Applied Mathematics,U.S. (Publisher)
Published on 31. July 1984
Book
Paperback/Softback
80 pages
978-0-89871-189-9 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Product notice
Paperback (trade)
Dimensions
Height: 252 mm
Width: 175 mm
Thickness: 6 mm
Weight
160 gr
ISBN-13
978-0-89871-189-9 (9780898711899)
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Schweitzer Classification
Content
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.
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.