What it is about
You will learn the theory of large deviations, which describes how unlikely events occur in probability models and how quickly their probabilities decay. In the end you will be able to apply fundamental techniques of large-deviation theory and understand applications such as for sums of random variables and empirical distributions.
What you will be able to do
- Understand the fundamentals of large-deviation theory
- Apply large deviations for i.i.d. sequences
- Apply large deviations for empirical measures
- Apply exponential estimates and fundamental techniques
What the module consists of
- VorlesungConveying the theory with examples and discussion
- Übung / Practice-SessionWorking on problem sheets for deepening understanding and self-assessment
Teaching method
- Vortrag mit Beispielen und Diskussionto explain content, motivate it and encourage students to engage in their own analysis
- Übungsblätter mit Musterlösungento deepen understanding and check independent progress