21/10/2019, 16:00 — 17:00 — Room P4.35, Mathematics Building
Tertuliano Franco, Universidade Federal da Bahia
A Mini-course in large deviations (I)
Large deviations has importance and applications in different areas, as Probability, Statistics, Dynamical Systems, and Statistical Mechanics. In plain words, large deviations corresponds to finding and proving the (exponentially small) probability of observing events not expected by the law of large numbers. In this mini-course we introduce the topic including a discussion on the general statement of large deviations and the some of the usual challenges when facing the upper/lowerbound large deviations.