Thursday, April 30, 2009
04:30 PM in MATH 175
Prem S. Puri Memorial Lecture
Dr. Srinivasa Varadhan, Courant Institute of Mathematical Sciences at New York University

Some Unusual Large Deviation Results

Abstract



We investigate the behavior of
Equation
where {ai} are constants and {xi} is a nicely mixing Markov process. We examine what the limit is and how to identify it. We will also exhibit some unusual applications.

Refreshments will be served at 4:00 p.m. in HAAS 111.