18.177
for
Spring 2010
How to reach me:
by post: MIT 2-272, 77 Mass. Ave., Cambridge, MA 02139-4307
by phone: (617)253-4396
by email: dws@math.mit.edu
Generalities:
The
course will be based on my book with J.-D. Deuschel Large Deviations, published by the
AMS in their Chelsea Series. In
addition, I will be using material from Chapter
VIII of the forthcoming new edition of my book Probability Theory, An Analytic View.
See section 4.3.3 of chapter IV for
Kolmogorov's criterion. See section 5.1.2
of chapter V for integration
theory of
Banach space valued random variables. See section 6.1.2
of chapter VI for Banach space valued
martingales. See chapter IX
for information about weak convergence. See Sanov vs. Cramer for some additional notes
on the Sanov and Cram\'er theorems.