Lectures on Probability Theory and Statistics Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002 (Lecture Notes in Mathematics) Unknown - 2004 - 2004th Edition
by Boris Tsirelson; Wendelin Werner
From the rear cover
This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Boris Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Two examples are examined (noise made by a Poisson snake, the Brownian web). A new framework for the scaling limit is proposed, as well as old and new results about noises, stability, and spectral measures. Wendelin Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees.
Details
- Title Lectures on Probability Theory and Statistics Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002 (Lecture Notes in Mathematics)
- Author Boris Tsirelson; Wendelin Werner
- Binding unknown
- Edition number 2004th
- Edition 2004
- Pages 200
- Publisher Springer
- Date June 14, 2004
- ISBN 9783540213161
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Lectures on Probability Theory and Statistics : Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002
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Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002 (Lecture Notes in Mathematics, 1840)
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Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002 (Lecture Notes in Mathematics)
by Tsirelson, Boris; Werner, Wendelin; Picard, Jean [Editor]
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