Professor S.R. Srinivasa Varadhan
Courant Institute of Mathematical Sciences, New York UniversityRare events and small probabilities
We all believe that if the probability of an event is very small then we can (safely?) ignore it. But how small is small? and why do we have to worry about events with very small probabilities? How reliably can we estimate them?Scaling limits
Many physical systems are modeled at the smallest or microlevel. But observations are made at a much larger or macrolevel. How do we make the transition, especially when the system is large and to exactly solve the evolution equations of the large system? This is an impossible task. We will illustrate this by a few examples.