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The theory of large deviations provides probabilistic and analytical tools for describing the exponential decay rate of very small probabilities in terms of variational formulas. In the development of this theory, driving forces came from various applications in physics, like random path models with interactions having long or short memories, and from static interacting particle systems like the interacting Bose gas. We will explain how to apply the theory to such examples and how much it can contribute to a rigorous understanding of the underlying physics. The audience should be familiar with the most fundamental concepts of measure theory based probability and with the concept of weak convergence of probability measures.

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Wolgang König, TU Berlin and Weierstraß Institute
HS III
Contact: Joachim Krug