Large Deviations and Applications

Large Deviations and Applications
Автор
 
Год
 
Страниц
 
84
ISBN
 
ISBN10:0898711894
Издатель
 
Society for Industrial Mathematics

Описание:

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.

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