Northwest Probability Seminar 2014 – The role of compactness in large deviations.

The estimates obtained in large deviations are basically local estimates. While it is not a problem for lower bounds it is a problem for upper bounds. In the absence of exponential tightness some type of “compactification” of the space is needed. We will look at some examples.

Speaker Details

Professor of Mathematics at Courant Institute New York University. Doctoral degree from Indian Statistical Institute (1963), postdoc at Courant Institute (63-66) followed by faculty position there. Member National Academy of Sciences in USA and Fellow of the Royal Society in UK. Awards include Steele Prize of AMS, Birkhoff prize of SIAM-AMS, and the Abel Prize of the Norwegian Academy of Sciences.

Date:
Speakers:
Srinivasa Varadhan
Affiliation:
New York University

    • Portrait of Jeff Running

      Jeff Running