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Lecture 1: A general view on large deviations | Einstein Institute of Mathematics

Lecture 1: A general view on large deviations

Date: 
Thu, 17/05/201216:00
Lecturer: 
Prof. S.R. Srinivasa Varadhan, NYU
We will explore the theory of large deviations from different perspectives. As a practical need to know how small certain probabilities are. As an efficient analytical tool in high dimensions. To explore other rare events that are triggered by the occurrence of one rare event. We will illustrate these with diverse examples.