19207501 Lecture

WiSe 14/15: Theory of Large Deviations

Robert Patterson, Carsten Hartmann

Information for students

Prüfungsleistung: Klausur
Klausurtermin: Di, 10.02.2015, 16-18 Uhr

Additional information / Pre-requisites

Stochastik I-II, Analysis I-III

Comments

Inhalt: Die Vorlesung wird einen Überblick über die folgenden Themen geben: Abstrakte Prinzipien großer Abweichungen (Ratenfunktion, Kontraktionsprinzip) Große Abweichungen für Summen (Cramér- ... read more

Suggested reading

Literatur: Richard S. Ellis. Entropy, Large Deviations and Statistical Mechanics. Springer, 1985. Amir Dembo, Ofer Zeitouni. Large Deviations Techniques and Applications. Springer, ... read more

16 Class schedule

Regular appointments

Tue, 2014-10-14 16:00 - 18:00
Tue, 2014-10-21 16:00 - 18:00
Tue, 2014-10-28 16:00 - 18:00
Tue, 2014-11-04 16:00 - 18:00
Tue, 2014-11-11 16:00 - 18:00
Tue, 2014-11-18 16:00 - 18:00
Tue, 2014-11-25 16:00 - 18:00
Tue, 2014-12-02 16:00 - 18:00
Tue, 2014-12-09 16:00 - 18:00
Tue, 2014-12-16 16:00 - 18:00
Tue, 2015-01-06 16:00 - 18:00
Tue, 2015-01-13 16:00 - 18:00
Tue, 2015-01-20 16:00 - 18:00
Tue, 2015-01-27 16:00 - 18:00
Tue, 2015-02-03 16:00 - 18:00
Tue, 2015-02-10 16:00 - 18:00

Subjects A - Z