Department of

Mathematics

Seminar Calendar
for events the day of Thursday, February 17, 2022.

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Thursday, February 17, 2022

2:00 pm in Altgeld Hall 347 ,Thursday, February 17, 2022

Introduction to large deviation theory

Peixue Wu (UIUC math )

Abstract: In the first part of my talk, I will review large deviation principles and the well-known Gartner-Ellis theorem. The main technique is to make a detailed analysis of the log moment generating function and its Fenchel dual. As an application, we recover some large deviation principles we established before.