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04/17/01 Colloquium
DR. Peter Ney
DEPARTMENT OF MATHEMATICS
UNIVERSITY OF WISCONSIN
DEPARTMENT OF MATHEMATICS
UNIVERSITY OF WISCONSIN
Large Deviations: A survey
Abstract: I will start with a survey of some of the "calssical" theory for independent random variables: Cramer's Theorem for sums, Sanov's theorem for empirical measures, some process valued results. I will then discuss large deviations for general sequences and for Markov Chains (Donsker-Varadhan theory), concluding with some recent results and problems.