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TZID:Asia/Jerusalem
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DTSTART:20171029T020000
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
RDATE:20181028T020000
TZNAME:IST
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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:20191116T233059Z
CREATED:20180222T230016Z
DESCRIPTION:Date: \n\n12:00pm to 1:00pm\n\n\n\n\nSee also: Analysis\, Eve
nts & 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
Wiener chaoses partially given by Borell\, and then by Ledoux in its full
form. We show that some heavy-tail phenomena observed in large deviations
can be explained by the same mechanism as for the Wiener chaoses\, meanin
g that the deviations are created\, in a sense\, by translations. More pre
cisely\, 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 $\nu_{\alpha}^n$\, w
here $\nu_{\alpha} =Z_{\alpha}^{-1}e^{-|x|^{\alpha}}dx$\, $\alpha \in (0\,
2]$\, for which the large deviations are due to translations. We retrieve\
, as an application\, the large deviations principles known for the so-cal
led Wigner matrices without Gaussian tails of the empirical spectral measu
re\, the largest eigenvalue\, and traces of polynomials. We also apply our
large deviations result to the last-passage time which yields a large dev
iations principle when the weight matrix has law $\mu_{\alpha}^{n^2}$\, wh
ere $\mu_{\alpha}$ is the probability measure on $\mathbb{R}^+$ with densi
ty $2Z_{\alpha}^{-1}e^{-x^{\alpha}}$ when $\alpha \in (0\,1)$.\n\n Export
\n \n\n \nsubscribe iCal
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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