What are ... large deviations?

This page hosts information on Hanna Döring's talk "What are ... large deviations?" at the "What is ...?" seminar. The talk will take place on Friday, July 2, 10:30am at TU-Berlin MA851. This talk will help you better understand the BMS Friday talk by Alison Etheridge, which will start at 2:15pm.

Abstract

A classical result in probability theory is the law of large numbers. For a long sequence of coin tosses we expect half the coins to show head. Large deviations describe the probability of so-called rare events, that differ from its expected behaviour. Starting with the example of coin tossing we learn about Cramér's theorem and point out some applications.

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Topic revision: r1 - 30 Jun 2010, MimiTsuruga
 
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