Student Probability Seminar

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Large Deviations Principles for Interacting Diffusions

Speaker: Elias hess-Childs, Courant (NYU)

Location: Warren Weaver Hall 517

Date: Monday, September 25, 2023, 12:30 p.m.

Synopsis:

Two standard tools for showing large deviations principles (LDPs) are Varadhan’s Integral Lemma and the contraction principle. In this talk we will compare and contrast how both can be used to show LDPs hold for the empirical measures of interacting diffusions. A familiarity with LDPs will be helpful, but unnecessary.