Large Deviations of Markov Processes - Part 1
International Centre for Theoretical Sciences via YouTube
Overview
Syllabus
Start
Large deviations of Markov processes Part - 1
Outline
Process
Example
Reversibility
Non-hermitian operators
Differential operator
Eigen problem
Dynamical observables
Examples
Large deviation theory
Gartner Ellis Theorem
Functional Penon-Frobenius
Feynman - Kac
Spectral problem
Q&A
Taught by
International Centre for Theoretical Sciences