Recently there has been a great deal of progress on
establishing statistical limit laws for large classes of dynamical
systems. Such limit laws include (i) the central limit theorem and
associated invariance principles, and (ii) large deviations. This talk
will consist of a survey of these results and an application where (i)
and (ii) are used to prove convergence of a fast-slow system to a
stochastic differential equation.
Parts of this work are joint with Matthew Nicol and with Andrew Stuart.

Lecture #13336

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