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 (current)
There are historic module descriptions of this module. A module description is valid until replaced by a newer one.
|available module versions|
|SS 2012||WS 2011/2|
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
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.
Courses, Learning and Teaching Methods and Literature
Courses and Schedule
|VO||2||Large Deviations||Berger Steiger, N.|
|UE||1||Large Deviations (Exercise Session)||Berger Steiger, N. Mukherjee, C.|
Learning and Teaching Methods
Frank den Hollander: Large Deviations.
Wolfgang König: Große Abweichungen, Techniken und Anwendungen, available here:
Description of exams and course work
The exam may be repeated at the end of the semester.