Posted January 9, 2019
Last modified March 18, 2019
Amarjit Budhiraja, UNC Chapel Hill
On Some Calculus of Variations Problems for Rare Event Asymptotics
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.
Posted January 17, 20193:30 pm - 4:20 pm TBD
Jasson Vindas, Ghent University, Belgium