T.U.E.S.Day lecture: Mathematics

T.U.E.S.Day lecture Mathematics: Extremely unlikely events

Prof.dr. Frank Redig, Chair of the Applied Probability department, will give a lecture on extremely unlikely events. Large deviation theory deals with quantifying extremely unlikely events on the exponential scale. Examples include atypical empirical averages (such as an excess of heads in a coin flip experiment), but also atypical trajectories in deterministic systems with small noise. Starting from simple examples he will sketch some of the important ideas of this theory developed by Varadhan (Abelprize 2007) and its connections to statistical physics and the notion of entropy.

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