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Mathematics Colloquium

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Date:  Tuesday, March 15, 2011

Title:  Large Deviations

Abstract:  Large deviations deals with estimating the probabilities of rare events. Besides estimating them with some precision, the theory tries to understand the implications of the occurrence of these rare events. We will illustrate this with a few examples.


Speaker:  SRS Varadhan
Institution:  Courant Institute

 

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