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401-3603-60L 4 Credits DR , MSC D-MATH
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Large Deviation Theory

Lecturers & Examiners: Prof. Dr. Yilin Wang
VVZ CR n/a

Last Updated: 2026-06-01 11:30:59

Abstract

An introduction to large deviation theory with applications to random conformal geometry

Objective

The objective is to gain familiarity with the methods of large deviation theory and learn some of its most important tools. Then, we discuss the applications to random conformal geometry.

Content

Concept of large deviations, Cramer's theorem, Sanov's theorem, Varadhan's lemma, Schilder's theorem, applications to random conformal geometry (Schramm-Loewner evolution in particular).

Resources

Lecture Notes

Will be provided

Literature

Dembo, Zeitouni: Large deviations techniques and applications Deuschel, Stroock: Large deviations Wang: Large deviations of Schramm-Loewner evolutions: A survey

General Information

Language
English
Levels
DR , MSC

Examination

Type
session examination
Mode
oral 20 minutes
The exam is only offered in the Winter 2026 and Summer 2026 examination sessions.

Course Components

Type Title Time & Place Hours
lecture Large Deviation Theory
  • Thu 08:15-10:00 (HG D 7.2)
2 h weekly

Offered In