Asymptotic theory (statistics) | Large deviations theory | Asymptotic analysis

Large deviations theory

In probability theory, the theory of large deviations concerns the asymptotic behaviour of remote tails of sequences of probability distributions. While some basic ideas of the theory can be traced to Laplace, the formalization started with insurance mathematics, namely ruin theory with Cramér and Lundberg. A unified formalization of large deviation theory was developed in 1966, in a paper by Varadhan. Large deviations theory formalizes the heuristic ideas of concentration of measures and widely generalizes the notion of convergence of probability measures. Roughly speaking, large deviations theory concerns itself with the exponential decline of the probability measures of certain kinds of extreme or tail events. (Wikipedia).

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Large Deviations Scaling Limits by Srinivasa Varadhan

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

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Large deviations of the cover time for the random by Francis Comets

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Large deviations in the context of heavy tails by Parthanil Roy

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Analytical methods for extreme fluctuations in generalised... processes by Alexandre Cezar Lazarescu

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Canonical structures and orthogonality of forces and currents in irreversible by Marcus Kaiser

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Top eigenvalue of a Gaussian random matrix: Large Deviations by Satya Majumdar

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Carnot efficiency in an irreversible process by Hyunggyu Park

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Macroscopic Fluctuations, In and Out of Equilibrium (Part – 01) by Kirone Mallick

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Algorithms for computational statistical physics: a mathematical viewpoint by Tony Lelièvre

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Large deviation theory applied to climate dynamics by Freddy Bouchet

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Phase transitions and symmetry breaking in current distributions of diffusive systems by Yariv Kafri

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Large deviations of Markov processes (Part - 1) by Hugo Touchette

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

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Large deviations in the context of heavy tails (Lecture - 02) by Parthanil Roy

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

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Large deviations in Nonequilibrium (Lecture 5) by Christian Maes

PROGRAM : FLUCTUATIONS IN NONEQUILIBRIUM SYSTEMS: THEORY AND APPLICATIONS ORGANIZERS : Urna Basu and Anupam Kundu DATE : 09 March 2020 to 19 March 2020 VENUE : Madhava Lecture Hall, ICTS, Bangalore THIS PROGRAM HAS BEEN MODIFIED ONLY FOR LOCAL (BANGALORE) PARTICIPANTS DUE TO COVID-19 RI

From playlist Fluctuations in Nonequilibrium Systems: Theory and Applications

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Extreme value statistics in a gas of 2d charged particles by Bertrand Lacroix A Chez

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Dynamics of a pushed by a single particle gas: A microscopic model for Szilard engine by Deepak Bhat

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Exact stationary state solution of one-dimensional heat transport model by Priyanka

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Large deviation principle and beyond in a single-electron box by Shilpi Singh

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Laplace's method | Laplace principle (large deviations theory) | Closure (topology) | Large deviations of Gaussian random functions | Convergence of measures | Law of large numbers | Schilder's theorem | Contraction principle (large deviations theory) | Risk management | Central limit theorem | Brownian motion | Bernoulli trial | Varadhan's lemma | Rate function | Entropy | Information theory | Kullback–Leibler divergence | Sanov's theorem | Binomial coefficient | Freidlin–Wentzell theorem | Extreme value theory | Power series | Markov chain | Normal distribution | Asymptotic equipartition property | Legendre transformation | Gromov–Hausdorff convergence | Interior (topology) | Random variable | Probability theory | Pierre-Simon Laplace | Ruin theory | Pushforward measure | Polish space | Bernoulli distribution