Format:
1 Online-Ressourc (v, 75 Seiten)
ISBN:
0898711894
,
9780898711899
Series Statement:
CBMS-NSF regional conference series in applied mathematics 46
Note:
Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader
,
Includes bibliographical references (s. 75)
,
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
,
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
Additional Edition:
Erscheint auch als Druck-Ausgabe, Paperback ISBN 0898711894
Additional Edition:
Erscheint auch als Druck-Ausgabe, Paperback ISBN 9780898711899
Language:
English
Subjects:
Mathematics
Keywords:
Stochastischer Prozess
;
Große Abweichung
;
Streuung
;
Asymptotische Statistik
DOI:
10.1137/1.9781611970241
Author information:
Varadhan, S. R. S. 1940-
