Research Catalog
Large deviations and applications / S.R.S. Varadhan.
- Title
- Large deviations and applications / S.R.S. Varadhan.
- Author
- Varadhan, S. R. S.
- Publication
- Philadelphia, Pa. : Society for Industrial and Applied Mathematics, 1984.
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Not available - Please for assistance. | Text | Request in advance | QA1 .R33 vol. 46 | Off-site |
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Details
- Description
- v, 75 p.; 25 cm.
- Series Statement
- CBMS-NSF regional conference series in applied mathematics ; 46
- Uniform Title
- CBMS-NSF regional conference series in applied mathematics 46.
- Subject
- Large deviations
- Note
- Consists of notes based on lectures given at a conference at the University of Southern Illinois at Carbondale during June 1982.
- Bibliography (note)
- Bibliography: p. 75.
- Processing Action (note)
- committed to retain
- Contents
- Introduction -- Large deviations -- Cramér's theorem -- Multidimensional version of Cramér'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 -- Bibliographical remarks.
- ISBN
- 0898711894 (pbk.)
- LCCN
- ^^^83051046^
- OCLC
- 10705839
- 10705839
- Owning Institutions
- Harvard Library