For more information about this meeting, contact Manfred Denker.
|Title:||Small Value Probabilities and Applications|
|Seminar:||Seminar on Probability and its Application|
|Speaker:||Wenbo Li, University of Delaware|
|Small value probabilities or small deviations study the decay probability that positive random variables behave near zero.
In particular, small ball probabilities provide the asymptotic behavior of the probability measure inside a ball as the radius of the ball tends to zero.
We will provide an overview and emphasis connections with several topics, including covering numbers,
weaker Gaussian correlation inequality, random matrices, branching processes, first exit time estimates, and Laplace asymptotic of partition functions.|
Room Reservation Information
|Date:||12 / 14 / 2012|
|Time:||02:20pm - 03:20pm|