$\vec{w}h\alpha\mathfrak{t}\;\; \forall\mathbb{R}\varepsilon\ldots$

large deviations?

Hanna Döring (TU Berlin)
TU Berlin, room MA 851
About what?

A classical result in probability theory is the law of large numbers. For a long sequence of coin tosses we expect half the coins to show head. Large deviations describe the probability of so-called rare events, that differ from its expected behaviour. Starting with the example of coin tossing we learn about Cramér's theorem and point out some applications.