Dalia Terhesiu: Stable large and local large deviation for dependent random variables

05 September 2022 16:00 till 17:00 - Location: lecture hall M | Add to my calendar

While large deviation  for i.i.d. random variables in the domain of a stable law are classified, the results in the dependent case are very scarce. Optimal stable local large deviation for i.i.d. random variables has only been recently obtained.

 

In this talk I will explain how to generalize this type of results via analytic arguments to large classes of dependent random variables, with application to systems of interest such as Lorentz gases. The results on local large deviations are joint work with Ian Melbourne and  Françoise Pène.

 

Large deviation for the dependent case is work in progress with Jonny Imbierski.

Dalia Terhesiu