MATE 3136 Introducción a la Teoría de los Grandes Desvíos

This class is an introductory class to the theory of large deviations. In a first part motivate the edifice of large deviations theory mainly in finite spaces in several examples, where it turns out to extremely useful. Applications are finite type convergence, Markov chains with finite states, etc. In a second part we shall study general Large deviations principle, and their applications to dynamical systems perturbed by Brownian motion, known as Freidlin-Wentzell theory, the asymptotic first exit time and locus. The class will be taught in English.



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