Physics Department, TUM | Course 0000000714 in WS 2018/9

General Data

Course Type

lecture

Semester Weekly Hours

2 SWS

Organisational Unit

Research Department Mathematics Centre

Lecturers

Noam Berger Steiger

Dates

Wed, 08:15–09:45, BC2 BC2 3.5.06
Thu, 14:15–15:45, BC1 BC1 2.02.01

iCalendar

	Date and Time	Room and Remark
	Wed, 2018-10-17, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2018-10-18, 14:15–15:45	Parkring 11-13
	Wed, 2018-10-24, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2018-10-25, 14:15–15:45	Parkring 11-13
	Wed, 2018-10-31, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Wed, 2018-11-07, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2018-11-08, 14:15–15:45	Parkring 11-13
	Wed, 2018-11-14, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2018-11-15, 14:15–15:45	Parkring 11-13
	Wed, 2018-11-21, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2018-11-22, 14:15–15:45	Parkring 11-13
	Wed, 2018-11-28, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2018-11-29, 14:15–15:45	Parkring 11-13
	Wed, 2018-12-05, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2018-12-06, 14:15–15:45	Parkring 11-13
	Wed, 2018-12-12, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2018-12-13, 14:15–15:45	Parkring 11-13
	Wed, 2018-12-19, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2018-12-20, 14:15–15:45	Parkring 11-13
	Wed, 2019-01-09, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2019-01-10, 14:15–15:45	Parkring 11-13
	Wed, 2019-01-16, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2019-01-17, 14:15–15:45	Parkring 11-13
	Wed, 2019-01-23, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2019-01-24, 14:15–15:45	Parkring 11-13
	Wed, 2019-01-30, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2019-01-31, 14:15–15:45	Parkring 11-13
	Wed, 2019-02-06, 08:15–09:45	Parkring 35-39 Ausweichtermin
	Thu, 2019-02-07, 14:15–15:45	Parkring 11-13

Assignment to Modules

MA5417: Große Abweichungen / Large Deviations
This module is included in the following catalogs:
- Specialization Modules in Elite-Master Program Theoretical and Mathematical Physics (TMP)

Further Information

Courses are together with exams the building blocks for modules. Please keep in mind that information on the contents, learning outcomes and, especially examination conditions are given on the module level only – see section "Assignment to Modules" above.

additional remarks	Large deviation theory is a part of probability theory which deals with the description of "unlikely" events and determines how fast their probabilities decay. This turns out to be crucial to study the integrals of exponential functionals of sums of random variables, which come up in many different contexts. Large deviation theory finds applications in ergodic theory, information theory and statistical physics. The course will treat large deviations for i.i.d. sequences and Markov chains, large deviations for empirical measures and for sample paths and the Gibbs conditioning principle.
Links	TUMonline entry

additional remarks

Large deviation theory is a part of probability theory which deals with the description of "unlikely" events and determines how fast their probabilities decay. This turns out to be crucial to study the integrals of exponential functionals of sums of random variables, which come up in many different contexts. Large deviation theory finds applications in ergodic theory, information theory and statistical physics. The course will treat large deviations for i.i.d. sequences and Markov chains, large deviations for empirical measures and for sample paths and the Gibbs conditioning principle.

Links

TUMonline entry

Equivalent Courses (e. g. in other semesters)

Semester	Title	Lecturers	Dates
WS 2023/4	Large Deviations	Gantert, N.	Wed, 10:15–11:45, BC2 BC2 3.1.08
WS 2022/3	Large Deviations	Gantert, N.	Wed, 10:15–11:45, BC2 BC2 3.1.08
WS 2021/2	Large Deviations	Gantert, N.	Wed, 08:30–10:00, BC2 BC2 3.5.06
WS 2020/1	Large Deviations	Bäumler, J. Gantert, N.	Wed, 08:30–10:00, virtuell
WS 2017/8	Large Deviations	Berger Steiger, N.
WS 2016/7	Large Deviations	Gantert, N.
WS 2015/6	Large Deviations	Berger Steiger, N.
WS 2014/5	Large Deviations	Gantert, N.
WS 2013/4	Large Deviations	Berger Steiger, N.
WS 2012/3	Large Deviations	Rolles, S.
WS 2011/2	Large Deviations	Gantert, N.

Large Deviations

Course 0000000714 in WS 2018/9

General Data

Assignment to Modules

Further Information

Equivalent Courses (e. g. in other semesters)