Large Deviation Theory and Its Applications

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Large Deviation Theory and Its Applications

수리과학부 0 1482
구분
일정 2016-11-10(목) 16:00~17:00
세미나실 27동 220호
강연자 서인석 (UC Berkeley)
담당교수
기타
In the theory of probability, general principles such as the law of large numbers and the central limit theorem describe the typical asymptotic behavior of random variables. The abnormal event violating these asymptotic laws is called the rare event. The large deviation theory provides unifying methodology to quantify the probability of rare events, which is usually exponentially small. In this presentation, I introduce the large deviation theory and some of its applications to several stochastic models.
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