Nonlinear large deviations

Nonlinear large deviations

Probability Seminar
Sep 24, 2014, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Sourav Chatterjee, Stanford University
Classical large deviations theory is mainly a linear theory. This is demonstrated by the fact that there are no ready-to-use classical tools that can handle large deviations for even the simplest nonlinear functionals, such as triangles in random graphs. In this talk I will present a new theory whose long-term goal is to extend large deviations to the nonlinear setting. The current version of...