|Location:||MSRI: Simons Auditorium, Online/Virtual|
To participate in this seminar, please register HERE.
We start by formulating concepts through analysis of sums of i.i.d random variables and then introduce all definitions in a more general framework: for families of measures on Polish space. Next we formulate classical results such as Cramér theorem, Vardhan’s lemma, Bryc’s lemma and contraction principle. As an example we establish LDP for sample paths of Brownian motion aka Schilder’s theorem.
This seminar is for postdocs and PhD students, and we kindly ask faculty not to attend.
Seminar Series Description