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TZID:Asia/Jerusalem
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DTSTART:20171029T020000
TZOFFSETFROM:+0300
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RDATE:20181028T020000
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BEGIN:DAYLIGHT
DTSTART:20180323T020000
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BEGIN:VEVENT
UID:calendar.53378.field_date.0@mathematics.huji.ac.il
DTSTAMP:20210308T092726Z
CREATED:20180222T230016Z
DESCRIPTION:Date: \n\n12:00pm to 1:00pm\n\n\nSee also: Analysis\, Events
& Seminars\, SeminarsLocation: \n\nRoss building\, room 70\n\n\nTitle: On
some heavy-tail phenomena occurring in large deviations\nAbstract: In this
talk\, we will revisit the proof of the large deviations principle of Wie
ner chaoses partially given by Borell\, and then by Ledoux in its full for
m. We show that some heavy-tail phenomena observed in large deviations can
be explained by the same mechanism as for the Wiener chaoses\, meaning th
at the deviations are created\, in a sense\, by translations. More precise
ly\, we prove a general large deviations principle for a certain class of
functionals $f_n : \mathbb{R}^n \to \mathcal{X}$\, where $\mathcal{X}$ is
some metric space\, under the probability measure $\nu_{\alpha}^n$\, where
$\nu_{\alpha} =Z_{\alpha}^{-1}e^{-|x|^{\alpha}}dx$\, $\alpha \in (0\,2]$\
, for which the large deviations are due to translations. We retrieve\, as
an application\, the large deviations principles known for the so-called
Wigner matrices without Gaussian tails of the empirical spectral measure\,
the largest eigenvalue\, and traces of polynomials. We also apply our lar
ge deviations result to the last-passage time which yields a large deviati
ons principle when the weight matrix has law $\mu_{\alpha}^{n^2}$\, where
$\mu_{\alpha}$ is the probability measure on $\mathbb{R}^+$ with density $
2Z_{\alpha}^{-1}e^{-x^{\alpha}}$ when $\alpha \in (0\,1)$.
DTSTART;TZID=Asia/Jerusalem:20180509T120000
DTEND;TZID=Asia/Jerusalem:20180509T130000
LAST-MODIFIED:20191104T000004Z
SUMMARY:Analysis seminar: Fanny Augeri (WIS) 'On some heavy-tail phenomena
occurring in large deviations'
URL;TYPE=URI:https://mathematics.huji.ac.il/event/fanny-augeri-wis
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