Large Deviations and Applications photograph

Large Deviations And Applications

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Originally published January 31, 1984
Authors S. R. Srinivasa Varadhan
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Date of Upd.
ID2114481
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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. . . .

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