What are … large deviations?

This page hosts information on Hanna Döring's talk "What are … large deviations?" at the "What is …?" seminar. The talk will take place on Friday, July 2, 10:30am at TU-Berlin MA851. This talk will help you better understand the BMS Friday talk by Alison Etheridge, which will start at 2:15pm.

Abstract

A classical result in probability theory is the law of large numbers. For a long sequence of coin tosses we expect half the coins to show head. Large deviations describe the probability of so-called rare events, that differ from its expected behaviour. Starting with the example of coin tossing we learn about Cramér's theorem and point out some applications.

Comments