Syllabus for Math 468, Section E1
This is a special topics course in the theory of Large Deviations.
Provisional Schedule

Some ``Large Deviations'' problems

Laplace asymptotics

Some definitions and basic results

Definitions

Contraction Principle

Varadhan's Lemma

A simple form of Cramer's Theorem on the real line

Schilder's Theorem

The GartnerEllis theorem

DonskerVaradhan type results (including Sanov's theorem)

Hydrodynamical Limits

Wulff shape
References:

A. Dembo and O. Zeitouni, Large Deviations Techniques, Jones and
Bartlett, 1993.

J.D. Deuschel and D. W. Stroock, Large Deviations, Academic Press,
1989.

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,
Springer, 1984

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 1hour explanation of some moderately current research paper.
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