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Grad Probability Seminar: Large deviation principles and the well-known Gartner-Ellis theorem

Event Type
Seminar/Symposium
Sponsor
n/a
Location
Altgeld 347
Date
Feb 17, 2022   2:00 pm  
Speaker
Peixue Wu
Contact
Qiang Wu
E-Mail
qiangwu2@illinois.edu
Views
2

In the first part of my talk, I will review large deviation principles and the well-known Gartner-Ellis theorem. The main technique is to make a detailed analysis of the log moment generating function and its Fenchel dual. As an application, we recover some large deviation principles we established before.

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