702771 SE Critical Research Analysis: Stochastics - Large deviations

winter semester 2017/2018 | Last update: 04.10.2017 Place course on memo list
702771
SE Critical Research Analysis: Stochastics - Large deviations
SE 2
5
weekly
annually
English

Successful students have acquired deeper knowledge of stochastics via an independent study of sources. They are able to creatively and rigorously investigate problems of higher mathematics and to communicate their findings to experts both in written reports and in scientific talks.

Large deviations: Cramér's theorem, Gärtner-Ellis theorem, concentration inequalities, Varadhan's lemma, applications

Latex-written report and a seminar talk of 90 minutes duration

Continuous assessment (based on regular written and oral contributions by the participants).

Dembo, Zeitouni - Large Deviations -- Techniques and Applications

Stochastik 1 and Stochastik 2

not applicable

Please read the PDF under "URL" and contact Prof. Meiners for a preliminary talk.

The first meeting will take place on 4th July 2017, 11.30 in room no. 734 (department of mathematics, 7th floor, Bauingenieurgebäude)

04.10.2017