Large Deviations Theory
3.0
creditsAverage Course Rating
This course presents an introduction to the theory of large deviations, which provides a quantitative framework for understanding exponentially rare events. Topics encompass the development of large deviation principles in both finite and infinite-dimensional settings, from empirical measures of i.i.d samples to random perturbations of dynamical systems. Applications include problems in information theory, hypothesis testing, and transitions between steady states in biological and physical models.
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