作为天元数学东北中心“随机微分方程计算方法及其数学理论”主题活动之一，美国田纳西大学（University of Tennessee）的陈夏教授将在中心开设《大偏差》短期课程。

授课人：陈夏

课程名称：大偏差（Large Deviations Principle）

开课时间：8月10-8月15日

开课地点：吉林大学

学　　时：12学时

人　　数：30人

预备知识：研究生阶段必备的初级概率课程

所需教材：

Large deviations---Techniques and application.

By Amir Dembo and Ofer Zeitouni

课程介绍：Large deviation theory describes the extreme behaviors of the Random system and was first developed for insurance company in studying the rare events that has serious consequence. Today, large deviation theory becomes an important area in probability, and has been effectively applied to the real problems arising from the fields such as statistics, mathematical finance, numerical computation and mathematical physics. The primary goal of this lecture is to present a general picture of large deviation theory in terms of its basic ideas and some of its applications, and to provide some road maps for those who want to further explore in this direction. 

导师介绍：

陈夏，美国田纳西大学教授，研究方向为概率论及其应用，已发表论文60多篇，专著3本，其中有16篇论文发表于世界顶级概率杂志《Annals of Probability》,曾连续3次获得美国国家自然科学基金资助（2001年-2009年），于2008年被国际数理统计协会(IMS)授以Fellow of Institute of Mathematical Statistics称号。另外多次在国际会议和大学做邀请报告。