Seminarium KMMF "Teoria Dwoistości"

In the Thursday's lecture, we shall elaborate our understanding of the large deviation principle. In particular, I shall discuss variousweaker formulation of the principle which, under certain additionalhypotheses, allow one to establish the validity of the latter. In thesecond part of the lecture, we shall establish a connection between asimple multiple integral and a large deviation principle for a sequence ofprobability measures of P(R).