Large Deviations
Module MA5417
This module handbook serves to describe contents, learning outcome, methods and examination type as well as linking to current dates for courses and module examination in the respective sections.
Module version of SS 2012
There are historic module descriptions of this module. A module description is valid until replaced by a newer one.
Whether the module’s courses are offered during a specific semester is listed in the section Courses, Learning and Teaching Methods and Literature below.
| available module versions | |||
|---|---|---|---|
| SS 2021 | WS 2020/1 | SS 2012 | WS 2011/2 |
Basic Information
MA5417 is a semester module in English language at Master’s level which is offered irregular.
This Module is included in the following catalogues within the study programs in physics.
- Specialization Modules in Elite-Master Program Theoretical and Mathematical Physics (TMP)
| Total workload | Contact hours | Credits (ECTS) |
|---|---|---|
| 150 h | 45 h | 5 CP |
Content, Learning Outcome and Preconditions
Content
Large deviation theory is a part of probability theory that 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 and large deviations for empirical measures. General theory and concrete applications will be discussed.
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 and large deviations for empirical measures. General theory and concrete applications will be discussed.
Learning Outcome
At the end of the module, students are familiar with with the theory of large deviations and are able to apply basic techniques as exponential inequalities.
Preconditions
MA2409 Probability Theory
Courses, Learning and Teaching Methods and Literature
Courses and Schedule
| Type | SWS | Title | Lecturer(s) | Dates | Links |
|---|---|---|---|---|---|
| VO | 2 | Large Deviations | Bäumler, J. Gantert, N. |
Wed, 08:30–10:00, virtuell |
eLearning |
| UE | 1 | Large Deviations (Exercise Session) | Bäumler, J. Gantert, N. | dates in groups |
eLearning |
Learning and Teaching Methods
The module is offered as lectures with accompanying practice sessions. In the lectures, the contents will be presented in a talk with demonstrative examples, as well as through discussion with the students. The lectures should motivate the students to carry out their own analysis of the themes presented and to independently study the relevant literature. Corresponding to each lecture, practice sessions will be offered, in which exercise sheets and solutions will be available. In this way, students can deepen their understanding of the methods and concepts taught in the lectures and independently check their progress.
Media
Blackboard, exercise sheet
Literature
Amir Dembo, Ofer Zeitouni: Large Deviation Techniques and Applications.
Frank den Hollander: Large Deviations.
Wolfgang König: Große Abweichungen, Techniken und Anwendungen, available here:
http://www.wias-berlin.de/people/koenig/www/Skripte.html
Frank den Hollander: Large Deviations.
Wolfgang König: Große Abweichungen, Techniken und Anwendungen, available here:
http://www.wias-berlin.de/people/koenig/www/Skripte.html
Module Exam
Description of exams and course work
Due to the COVID-19 pandemic: The module examination is based on an oral electronic remote exam with video surveillance.
Students have to reflect the theory of large deviations and are able to adequately apply basic techniques.
Students have to reflect the theory of large deviations and are able to adequately apply basic techniques.
Exam Repetition
The exam may be repeated at the end of the semester.
Current exam dates
Currently TUMonline lists the following exam dates. In addition to the general information above please refer to the current information given during the course.
| Title | |||
|---|---|---|---|
| Time | Location | Info | Registration |
| Large Deviations | |||
| Mon, 2021-03-29 | Oral electronic remote exam with video surveillance | till 2021-03-22 | |
| Large Deviations | |||
| Oral electronic remote exam on site; We ask that you read the information below carefully and register for the examination only if you intend to take it under the specified conditions https://www.tum.de/die-tum/ak-tuelles/coronavirus/pruefungen: You are not permitted to take part in the examination if you are subject to quarantine pursuant to the current Entry Quarantine Ordinance, if you have had contact with someone infected with COVID-19, or if you exhibit symptoms on the day of the examination. If you belong to a risk group and are thus subject to a severe progression of the illness, you are required to take the necessary measures for your own protection if you plan to take part in the examination, or to refrain from participating. The TUM Corona Crisis Task Force (krisenstab-coronavirus@tum.de) or your attending physician can advise you in this regard. | till 2021-03-22 | ||