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Probability seminar: Large Deviations & Applications (BM)



Probability theory is a branch of mathematics that deals with random phenomena. Such phenomena are studied in a wide variety of different fields, including computer science, physics, chemistry and biology.

The probability seminar aims at exposing students to advanced probability theory and selected applications. One topic will be selected each year. The topic for the academic year 2016-2017 will be Large Deviation Theory.

Large Deviation Theory deals with the description of “€œrare events“€. Aprecise calculation of the probability of such events, and an analysis of why and how they arise, are central to our understanding of random phenomena. The seminar starts with developing the basic theory from scratch and then moves on to selected applications. The goal of the seminar is that students become familiar with studying and presenting modern probability theory: by listening to lectures, giving presentations themselves, and writing a small report.

The course material is based on a monograph together with selected topical research papers. A few introductory lectures are given by Avena and Verbitskiy. All the other lectures are given by the participants.

Each participant gives 2 presentations: — one dedicated to some aspects of the general theory, — one chosen from the list of topics presented at the beginning of the course.

For the second presentation, a short hand-out (to be distributed to the other participants) must be prepared as well. The final grade is based on active participation, the two presentations and the hand-out.


Frank den Hollander, Large Deviations, Fields Institute Monographs, Volume 14, 2000