Talks

Large Deviations

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S. R. S. Varadhan 
2009-07-02 
10:30 - 11:30
101 , Mathematics Research Center Building (ori. New Math. Bldg.)



We will examine some recent results on Large Deviations regarding quantities of the form $$ {1\over n}\log E[\exp[\sum_{i=1}^n a_i V(X_i)]] $$ where $\{X_i\}$ is a Markov Chain or some rapidly mixing sequence and $\{a_i\}$ is a deterministic sequence resembling a realization of a stationary process. We will also provide some applications of these results.