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
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.