Ecole d'Ete de Probabilites de Saint-Flour XX - 1990

Ecole d'Ete de Probabilites de Saint-Flour XX - 1990 PDF Author: Mark I. Freidlin
Publisher: Springer
ISBN: 3540474900
Category : Mathematics
Languages : en
Pages : 248

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Book Description
CONTENTS: M.I. Freidlin: Semi-linear PDE's and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion.

Ecole d'Ete de Probabilites de Saint-Flour XX - 1990

Ecole d'Ete de Probabilites de Saint-Flour XX - 1990 PDF Author: Mark I. Freidlin
Publisher: Springer
ISBN: 3540474900
Category : Mathematics
Languages : en
Pages : 248

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Book Description
CONTENTS: M.I. Freidlin: Semi-linear PDE's and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion.

Ecole D'ete de Probabilites de Saint-Flour

Ecole D'ete de Probabilites de Saint-Flour PDF Author: J. Bertoin
Publisher: Springer Science & Business Media
ISBN: 9783540665939
Category : Mathematics
Languages : en
Pages : 308

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Book Description
Lecture Notes in Mathematics This series reports on new developments in mathematical research and teaching - quickly, informally and at a high level. The type of material considered for publication includes 1. Research monographs 2. Lectures on a new field or presentations of a new angle in a classical field 3. Summer schools and intensive courses on topics of current research Texts which are out of print but still in demand may also be considered. The timeliness of a manuscript is sometimes more important than its form, which might be preliminary or tentative. Details of the editorial policy can be found on the inside front-cover of a current volume. Manuscripts should be submitted in camera-ready form according to Springer-Verlag's specification: technical instructions will be sent on request. TEX macros may be found at: http://www.springer.de/math/authors/b-tex.html Select the version of TEX you use and then click on "Monographs". A subject index should be included. We recommend contacting the publisher or the series editors at an early stage of your project. Addresses are given on the inside back-cover.

Séminaire de Probabilités XLIV

Séminaire de Probabilités XLIV PDF Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3642274617
Category : Mathematics
Languages : en
Pages : 466

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Book Description
As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations. Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.

Lectures on Probability Theory

Lectures on Probability Theory PDF Author: Dominique Bakry
Publisher: Springer
ISBN: 3540485686
Category : Mathematics
Languages : en
Pages : 429

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Book Description
This book contains work-outs of the notes of three 15-hour courses of lectures which constitute surveys on the concerned topics given at the St. Flour Probability Summer School in July 1992. The first course, by D. Bakry, is concerned with hypercontractivity properties and their use in semi-group theory, namely Sobolev and Log Sobolev inequa- lities, with estimations on the density of the semi-groups. The second one, by R.D. Gill, is about statistics on survi- val analysis; it includes product-integral theory, Kaplan- Meier estimators, and a look at cryptography and generation of randomness. The third one, by S.A. Molchanov, covers three aspects of random media: homogenization theory, loca- lization properties and intermittency. Each of these chap- ters provides an introduction to and survey of its subject.

Lectures on Probability Theory and Statistics

Lectures on Probability Theory and Statistics PDF Author: Amir Dembo
Publisher: Springer
ISBN: 3540315373
Category : Mathematics
Languages : en
Pages : 283

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Book Description
This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo’s course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funaki’s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.

Multiparameter Processes

Multiparameter Processes PDF Author: Davar Khoshnevisan
Publisher: Springer Science & Business Media
ISBN: 0387216316
Category : Mathematics
Languages : en
Pages : 590

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Book Description
Self-contained presentation: from elementary material to state-of-the-art research; Much of the theory in book-form for the first time; Connections are made between probability and other areas of mathematics, engineering and mathematical physics

Ecole d'Ete de Probabilites de Saint-Flour XXVIII, 1998

Ecole d'Ete de Probabilites de Saint-Flour XXVIII, 1998 PDF Author: M. Emery
Publisher: Springer Science & Business Media
ISBN: 9783540677369
Category : Mathematics
Languages : en
Pages : 376

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Book Description
MSC 2000: 46L10, 46L53

Markov Paths, Loops and Fields

Markov Paths, Loops and Fields PDF Author: Yves Le Jan
Publisher: Springer Science & Business Media
ISBN: 3642212158
Category : Mathematics
Languages : en
Pages : 128

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Book Description
The purpose of these notes is to explore some simple relations between Markovian path and loop measures, the Poissonian ensembles of loops they determine, their occupation fields, uniform spanning trees, determinants, and Gaussian Markov fields such as the free field. These relations are first studied in complete generality for the finite discrete setting, then partly generalized to specific examples in infinite and continuous spaces.

Lectures on Probability Theory

Lectures on Probability Theory PDF Author: Philippe Biane
Publisher: Springer
ISBN: 3540494022
Category : Mathematics
Languages : en
Pages : 217

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Book Description
This book contains two of the three lectures given at the Saint-Flour Summer School of Probability Theory during the period August 18 to September 4, 1993.

Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991

Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991 PDF Author: Donald A. Dawson
Publisher: Springer
ISBN: 3540476083
Category : Mathematics
Languages : en
Pages : 362

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Book Description
CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.