Saddle-point approximation in statistical physics, part I

Statistical Physics and Complexity Group meeting

Saddle-point approximation in statistical physics, part I

  • Event time: 11:30am
  • Event date: 13th February 2013
  • Speaker: Juraj Szavits Nossan (Formerly School of Physics & Astronomy, University of Edinburgh)
  • Location: Room 2511,

Event details

Saddle-point approximation is more than an useful method for approximating an integral. In the first part of a two-part seminar, I will first review this method and then apply it to cheaply (i.e. without invoking heavy duty mathematics) derive some important results in statistics like the central limit theorem and large deviations principle. As a precursor to the second part, I will mention two cases when this method fails - nonequivalence of microcanonical and canonical ensembles in systems with long range interactions and condensation in one-dimensional mass transport models driven far from equilibrium.