Large deviations theory | Lemmas | Probability theorems | Theorems in statistics | Asymptotic analysis

Varadhan's lemma

In mathematics, Varadhan's lemma is a result from large deviations theory named after S. R. Srinivasa Varadhan. The result gives information on the asymptotic distribution of a statistic φ(Zε) of a family of random variables Zε as ε becomes small in terms of a rate function for the variables. (Wikipedia).

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Water and Wine

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Large deviations for the Wiener Sausage (Lecture 2) by Frank den Hollander

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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Srinivasa Varadhan - The Abel Prize interview 2007

0:00 Abel Prize Ceremonies (Norwegian) 01:00 Interview with Skau and Raussen starts 02:30 Why so long for probability or statistics to be recognised? 04:35 Born and raised on Chennai, studied at Madras; mathematical influences 05:52 Excellent math. teacher, math. for enjoyment 07:30 Why gr

From playlist The Abel Prize Interviews

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The Straw Trick

This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt

From playlist Problems, Paradoxes, and Sophisms

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S.R.S. Varadhan (Courant Institute) - 09/06/2017 The role of topology and compactness in the theory of large deviations When a large deviation result is proved there is some topology involved in the statement because it affects the class of sets for which the estimates hold. Often the cho

From playlist 2017 - T2 - Stochastic Dynamics out of Equilibrium - CEB Trimester

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Linear Algebra Vignette 3d: Easy Eigenvalues - Linearly Dependent Columns

This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt

From playlist Linear Algebra Vignettes

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This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt

From playlist Linear Algebra Vignettes

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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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Linear Algebra Vignette 2a: RREF - What It's For

This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt

From playlist Linear Algebra Vignettes

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This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt

From playlist Linear Algebra Vignettes

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Linear Algebra Vignette 1a: Matrix Representation of a Linear Transformation

This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt

From playlist Linear Algebra Vignettes

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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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The role of topology and compactness (...) - CEB T2 2017 - Varadhan - 1/3

S.R.S. Varadhan (Courant Institute) - 06/06/2017 The role of topology and compactness in the theory of large deviations When a large deviation result is proved there is some topology involved in the statement because it affects the class of sets for which the estimates hold. Often the cho

From playlist 2017 - T2 - Stochastic Dynamics out of Equilibrium - CEB Trimester

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Linear Algebra Vignette 3h: Easy Eigenvalues - The Grand Finale

This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt

From playlist Linear Algebra Vignettes

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Linear Algebra Vignette 1: Saying Hello

This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt

From playlist Linear Algebra Vignettes

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This lecture was held by Abel Laureate Srinivasa S.R. Varadhan at The University of Oslo, May 24, 2007 and was part of the Abel Prize Lectures in connection with the Abel Prize Week celebrations. Program for the Abel Lectures 2007 1. “A Short History of Large Deviations” by Srinivasa V

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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 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 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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This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt

From playlist Linear Algebra Vignettes

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