Celebratio Mathematica

S. R. Srinivasa Varadhan

Probability and statistics

Large deviations

Works connected to Wendell H. Fleming

Filter the Bibliography List


S. R. S. Varadhan: “Large de­vi­ations,” pp. 382–​392 in Ad­vances in fil­ter­ing and op­tim­al stochast­ic con­trol (Cocoyoc, Mex­ico, Feb­ru­ary 1–6, 1982). Edi­ted by W. H. Flem­ing and L. G. Goros­tiza. Lec­ture Notes in Con­trol and In­form­a­tion Sci­ences 42. Spring­er (Ber­lin), 1982. MR 794532 Zbl 0496.​60024 incollection