Prem S. Puri Memorial Lecture

Some Unusual Large Deviation Results

Dr. Srinivasa Varadhan
Courant Institute of Mathematical Sciences at New York University

Start Date and Time: Thu, 30 Apr 2009, 4:30 PM

End Date and Time: Thu, 30 Apr 2009, 6:00 PM

Venue: MATH 175

Refreshments: 4:00 p.m. in HAAS 111

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.

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