In the next talk, we will discuss a basic introduction to large deviation theory and its application to Markov process. The talk will be given by Rajesh.

We will also have a quick review of previous talks to contextualize our discussion and plan the upcoming talks.

Time and venue for the Discussion:

Time: Saturday (Setember 16, 2017), 2 PM
Venue: 326/327

Some references for this talk:

• Touchette, Hugo. “The large deviation approach to statistical mechanics.” Physics Reports 478.1 (2009): 1-69.

• Touchette, Hugo. “Introduction to dynamical large deviations of Markov processes.” arXiv preprint arXiv:1705.06492 (2017).

Some resources from last discussion

• Stochastic Differential Equation:Rajesh Notebook

• Numerical integration of Ito or Stratonovich SDEs: A github repository

For each discussion, we have commenting facility through Disqus. This will enable people to discuss among each other even after the talk.