Student Probability Archives for Academic Year 2018


Encounters between U[0,1] i.i.d's

When: Mon, September 11, 2017 - 12:00pm
Where: MTHB0431
Speaker: Phil Wertheimer (MATH) -


An Introduction to Rough Paths – Part 1

When: Mon, September 18, 2017 - 12:00pm
Where: Kirwan Hall B0431
Speaker: Nicholas Paskal (MATH) -


An Introduction to Rough Paths – Part 2

When: Mon, September 25, 2017 - 12:00pm
Where: Kirwan Hall B0431
Speaker: Nicholas Paskal (UMD) -


Rare events and higher order asymptotics for large deviations

When: Mon, October 23, 2017 - 12:00pm
Where: Kirwan Hall B0431
Speaker: Kasun Fernando (UMD) -
Abstract: This is will be a review of the basics of the theory of large deviations for iid random variables and a brief discussion of a recent result on an asymptotic expansion for large deviations obtained for iid random variables with exponential moments. This is a part of a joint project with Pratima Hebbar.