Large Deviations And Applications
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Originally published | January 31, 1984 |
Authors | S. R. Srinivasa Varadhan |
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ID | 2114481 |
About Large Deviations And Applications
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. . . .