Large Deviations
Course 0000005635 in WS 2022/3
General Data
| Course Type | lecture |
|---|---|
| Semester Weekly Hours | 2 SWS |
| Organisational Unit | Department of Mathematics |
| Lecturers |
Nina Gantert |
| Dates |
Wed, 10:15–11:45, BC2 BC2 3.1.08 |
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 |
E-Learning course (e. g. Moodle) TUMonline entry |
Equivalent Courses (e. g. in other semesters)
| Semester | Title | Lecturers | Dates |
|---|---|---|---|
| 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 2018/9 | Large Deviations | Berger Steiger, N. |
Wed, 08:15–09:45, BC2 BC2 3.5.06 Thu, 14:15–15:45, BC1 BC1 2.02.01 |
| 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. |