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Compactness and Large Deviations

Monday, October 31, 2016 - 2:30pm
THO 325

Speaker: Chiranjib Mukherjee (Courant Institute of Mathematical Sciences)

Abstract: In a reasonable topological space, large deviation estimates essentially deal with probabilities of events that are asymptotically (exponentially) small, and in a certain sense, quantify the rate of these decaying probabilities. In such estimates, upper bounds for such small probabilities often require compactness of the ambient space, which is often absent in problems arising in statistical mechanics (for example, distributions of local times of Brownian motion in the full space \$\mathbb R^d\$).

Motivated by a problem in statistical mechanics, we present a robust theory of "translation-invariant compactification" of probability measures in \$\mathbb R^d\$. Thanks to an inherent shift-invariance of the underlying problem, we are able to apply this abstract theory painlessly and solve a long standing problem in statistical mechanics, the mean-field polaron problem.

This talk is based on joint works with S. R. S. Varadhan (New York), as well as with Erwin Bolthausen (Zurich) and Wolfgang Koenig (Berlin).

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