Grad Probability Seminar: Large deviation principles and the well-known Gartner-Ellis theorem
Feb 17, 2022 2:00 pm
Altgeld 347
- Sponsor
- n/a
- Speaker
- Peixue Wu
- Contact
- Qiang Wu
- qiangwu2@illinois.edu
- Views
- 6
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.