- Series
- Probability Working Seminar
- Time
- Friday, September 25, 2009 - 4:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 154
- Speaker
- Linwei Xin – Georgia Tech
- Organizer
- Yuri Bakhtin
In this talk, we will introduce the classical Cramer's Theorem. The
pattern of proof is one of the two most powerful tools in the theory
of large deviations. Namely, the upper bound comes from optimizing
over a family of Chebychef inequalities; while the lower bound comes
from introducing a Radon-Dikodym factor in order to make what was
originally "deviant" behavior look like typical behavior.
If time permits, we will extend the Cramer's Theorem to a more general
setting and discuss the Sanov Theorem.
This talk is based on Deuschel and Stroock's .