Speaker

:

Prof. K. B. Athreya

Subject Area

:

Mathematics

Venue

:

Lecture Hall - I, Dept of Mathematics

Time

:

4 pm

Date  

:

August 14,2009 (Friday)

Title

:

Gibbs measure asymptotics

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.