Syllabus for Math 468, Section E1
This is a special topics course in the theory of Large Deviations.
Some ``Large Deviations'' problems
Some definitions and basic results
A simple form of Cramer's Theorem on the real line
The Gartner-Ellis theorem
Donsker-Varadhan type results (including Sanov's theorem)
A. Dembo and O. Zeitouni, Large Deviations Techniques, Jones and
J.-D. Deuschel and D. W. Stroock, Large Deviations, Academic Press,
M. I. Freidlin and A. D. Wentzell, Random Perturbations of Dynamical
Systems, Springer, 1984
D.W. Stroock, An Introduction to the Theory of Large Deviations,
S.R.S. Varadhan, Large Deviations, SIAM, 1984.
Grading Policy: There will be two possibilities. Option 1 is to submit
answers to some homework questions which will irregularly be given. Option
2 is to give a 1-hour explanation of some moderately current research paper.
to exercise page
Page for R. Sowers
Department of Mathematics
University of Illinois
1409 W Green St.
Urbana, IL 61801