Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXVII - 1997 (Lecture Notes in Mathematics, Vol. 1717) - Softcover

Bertoin, J.; Martinelli, F.; Peres, Y.

 
9783540665939: Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXVII - 1997 (Lecture Notes in Mathematics, Vol. 1717)

Synopsis

Introduces the basic notions and properties of subordinators, such as the Levy-Khintchine formula, Itos decomposition, renewal measures, and ranges. Softcover.

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From the Back Cover

Part I, Bertoin, J.: Subordinators: Examples and Applications:
Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear Brownian motion.-

Part II, Martinelli, F.: Lectures on Glauber Dynamics for Discrete Spin Models: Introduction.- Gibbs Measures of Lattice Spin Models.- The Glauber Dynamics.- One Phase Region.- Boundary Phase Transitions.- Phase Coexistence.- Glauber Dynamics for the Dilute Ising Model.-

Part III, Peres, Yu.: Probability on Trees: An Introductory Climb: Preface.- Basic Definitions and a Few Highlights.- Galton-Watson Trees.- General percolation on a connected graph.- The first-Moment method.- Quasi-independent Percolation.- The second Moment Method.- Electrical Networks.- Infinite Networks.- The Method of Random Paths.- Transience of Percolation Clusters.- Subperiodic Trees.- The Random Walks RW (lambda) .- Capacity.-.Intersection-Equivalence.- Reconstruction for the Ising Model on a Tree,- Unpredictable Paths in Z and EIT in Z3.- Tree-Indexed Processes.- Recurrence for Tree-Indexed Markov Chains.- Dynamical Pecsolation.- Stochastic Domination Between Trees.

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9783662198414: Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXVII - 1997

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ISBN 10:  366219841X ISBN 13:  9783662198414
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