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数学学院、所2019年系列学术活动(第166场):Prof. Vitalii Konarovskyi

发表于: 2019-09-27 08:44  点击:

报告题目:Theory of the large deviation principle

报 告 人:Prof. Vitalii Konarovskyi

报告时间:2019926-929

报告地点:数学楼三楼332

报告摘要:

In the talks, we shall present the theory of the large deviation principle (LDP) including the introduction and some examples, Cramer's theorem, Large deviation principle for Gaussian vectors, Lower semi-continuity and goodness of rate functions, Weak large deviation principle and exponential tightness, Large deviation principle for Brownian motion, Proof of Schilder's theorem, Contraction principle and Freidlin-Wentzell theory.

报告人简介:

Vitalii Konarovskyi is the professor of Mathematics Institute of Leipzig University in Germany.He was awarded Ph.D in Institute of Mathematics of NAS of Ukraine in 2012. His field research is the analysis of the theory for LDP and the dynamics system.