Large deviations and applications: Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Philadelphia, Pa.
Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104)
1984
|
| Schriftenreihe: | CBMS-NSF regional conference series in applied mathematics
46 |
| Schlagworte: | |
| Online-Zugang: | TUM01 UBW01 UBY01 UER01 Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressourc (v, 75 Seiten) |
| ISBN: | 0898711894 9780898711899 |
| DOI: | 10.1137/1.9781611970241 |
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| 245 | 1 | 0 | |a Large deviations and applications |b Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 |c S.R.S. Varadhan |
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Datensatz im Suchindex
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| author | Varadhan, S. R. S. 1940- |
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| id | DE-604.BV039747276 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:10:18Z |
| institution | BVB |
| isbn | 0898711894 9780898711899 |
| language | English |
| lccn | 83051046 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024594807 |
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| physical | 1 Online-Ressourc (v, 75 Seiten) |
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| publishDate | 1984 |
| publishDateSearch | 1984 |
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| publisher | Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104) |
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| series | CBMS-NSF regional conference series in applied mathematics |
| series2 | CBMS-NSF regional conference series in applied mathematics |
| spelling | Varadhan, S. R. S. 1940- Verfasser (DE-588)13051957X aut Large deviations and applications Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 S.R.S. Varadhan Philadelphia, Pa. Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104) 1984 1 Online-Ressourc (v, 75 Seiten) txt rdacontent c rdamedia cr rdacarrier CBMS-NSF regional conference series in applied mathematics 46 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 Large deviations Asymptotische Statistik (DE-588)4203167-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Große Abweichung (DE-588)4330658-5 gnd rswk-swf Streuung (DE-588)4058056-8 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Große Abweichung (DE-588)4330658-5 s 1\p DE-604 Streuung (DE-588)4058056-8 s 2\p DE-604 Asymptotische Statistik (DE-588)4203167-9 s 3\p DE-604 Erscheint auch als Druck-Ausgabe, Paperback 0898711894 Erscheint auch als Druck-Ausgabe, Paperback 9780898711899 CBMS-NSF regional conference series in applied mathematics 46 (DE-604)BV046682627 46 https://doi.org/10.1137/1.9781611970241 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Varadhan, S. R. S. 1940- Large deviations and applications Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 CBMS-NSF regional conference series in applied mathematics Large deviations Asymptotische Statistik (DE-588)4203167-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Große Abweichung (DE-588)4330658-5 gnd Streuung (DE-588)4058056-8 gnd |
| subject_GND | (DE-588)4203167-9 (DE-588)4057630-9 (DE-588)4330658-5 (DE-588)4058056-8 |
| title | Large deviations and applications Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 |
| title_auth | Large deviations and applications Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 |
| title_exact_search | Large deviations and applications Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 |
| title_full | Large deviations and applications Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 S.R.S. Varadhan |
| title_fullStr | Large deviations and applications Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 S.R.S. Varadhan |
| title_full_unstemmed | Large deviations and applications Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 S.R.S. Varadhan |
| title_short | Large deviations and applications |
| title_sort | large deviations and applications consists of notes based on lectures given at a conference at the university of southern illinois at carbondale during june 1982 |
| title_sub | Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982 |
| topic | Large deviations Asymptotische Statistik (DE-588)4203167-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Große Abweichung (DE-588)4330658-5 gnd Streuung (DE-588)4058056-8 gnd |
| topic_facet | Large deviations Asymptotische Statistik Stochastischer Prozess Große Abweichung Streuung |
| url | https://doi.org/10.1137/1.9781611970241 |
| volume_link | (DE-604)BV046682627 |
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