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

Large Deviation Theory

Lecturers & Examiners: Prof. Dr. Yilin Wang

VVZ CR n/a

Last Updated: 2026-06-03 00:07:40

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 2027 and Summer 2027 examination sessions.

Course Components

Type	Title	Time & Place	Hours
lecture	Large Deviation Theory	No time listed	2 h weekly

Offered In

Mathematics Master
- Electives (For the Master's degree in Applied Mathematics the following additional condition (not manifest in myStudies) must be obeyed: At least 14 of the required 26 credits from core courses and electives must be acquired in areas of applied mathematics and further application-oriented fields.)
  - Electives: Applied Mathematics and Further Application-Oriented Fields (¬)
    - Selection: Probability Theory, Statistics
    - Selection: Financial and Insurance Mathematics (In the Master's programme in Mathematics (direction Mathematics resp. Applied Mathematics 401-3913-01L Mathematical Foundations for Finance is eligible as an elective course resp. applied elective course, but only if 401-3888-00L Introduction to Mathematical Finance isn't recognised for credits (neither in the Bachelor's nor in the Master's programme). For the category assignment take contact with the Study Administration Office ( ) after having received the credits.)
Statistics Master (The following courses belong to the curriculum of the Master's Programme in Statistics. The corresponding credits do not count as external credits even for course units where an enrolment at ETH Zurich is not possible.)
- Subject Specific Electives
Doctorate Mathematics (More Information at: )
- Subject Specialisation (The list of courses eligible for doctoral students is published each semester in the newsletter of the ZGSM.)
  - Graduate School (Official website of the Zurich Graduate School in Mathematics: )