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Title: An unusual problem in large deviations
Speaker: S.R.S. Varadhan, Courant Institute
Date: 12 February 2009
Time: 4:00 p.m.
Venue: Lecture Hall - I, Dept. of Mathematics

We will investigate the large deviation rates for sums of the form $\sum_i f(x_i) g(x_{2i})$ where $\{x_i\}$ is a nice Markov process. In other words calculate

$\lim_{n\to\infty}{1\over n}\log E[\exp \sum_{i=1}^n f(x_i) g(x_{2i})]$

where $\{x_i\}$ is Markov Chain with transition probability $\pi(x, y)$.

Contact: +91 (80) 2293 2711, +91 (80) 2293 2265 ;     E-mail: chair.math[at]iisc[dot]ac[dot]in
Last updated: 24 Jun 2024