Title: Gibbs measure asymptotics
Speaker: Prof. K. B. Athreya
Date: 14 August 2009
Time: 4:00 p.m.
Venue: Lecture Hall - I, Dept. of Mathematics

Let H :R –> R. with multiple minima on R.For T> 0 consider the probability measure on R with pdf proportional to exp(–H/T). In this talk we discuss the problem of weak limits of this measure as T goes to infinity. It depends on the behaviour of H near its minima locations. Both Gaussian and stable limit laws arise as weak limits.


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Last updated: 06 Mar 2020