Title	On Some Calculus of Variations Problems for Rare Event Asymptotics
Creator	Budhiraja, Amarjit
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2019-05-23T11:49
Description	The theory of large deviations gives decay rates of probabilities of rare events in terms of certain optimal control problems. In general these control problems do not admit simple form solutions and one needs numerical methods in order to obtain useful information. In this talk I will present some large deviation problems where one can use methods of calculus of variations to give explicit solutions to the associated optimal control problems. These solutions then yield explicit asymptotic formulas for probability decay rates in several settings. The case of the Configuration Model will be discussed in detail.
Extent	42.0 minutes
Subject	Mathematics; Probability theory and stochastic processes; Statistics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of North Carolina at Chapel Hill
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2019-11-20
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0385561
URI	http://hdl.handle.net/2429/72334
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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