Large Deviation

Wednesday, August 16, 2017 - 10:00am - 10:45am
Jin Feng (University of Kansas)
In 2006, Tom Kurtz and I co-authored a book on a Hamilton-Jacobi approach to the Large deviation theory for Markov processes. An important step is to prove the uniqueness of a limiting Hamilton-Jacobi PDE. I will outline this approach in the beginning part of this talk. Then I give a few examples, including one open problem in statistical mechanics. A characteristic difficulty of the open problem is an invariance relation.
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