Scholarlink

Some background is provided here on the theory of large deviations along with explanation of the two main techniques used in the literature to apply the theory on stochastic partial differential equations. Examples of recently published results on the applications of large deviations to areas such as finance, queueing theory, and wireless networks are also discussed.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Large Deviations: A Survey on Its Theory and Applications

  • 章节

  • 发表日期：

    2025年

查看全文
  • Parisa Fatheddin

摘要

Some background is provided here on the theory of large deviations along with explanation of the two main techniques used in the literature to apply the theory on stochastic partial differential equations. Examples of recently published results on the applications of large deviations to areas such as finance, queueing theory, and wireless networks are also discussed.