Lectures on probability theory and statistics. Ecole d'été de probabilités de Saint-Flour XXXII, 2002.

Tsirelson, Boris:

ISBN 10: 3540213163 / ISBN 13: 9783540213161

Published by Berlin, Springer, 2004

About this Item

200 p. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04706 9783540213161 Sprache: Englisch Gewicht in Gramm: 550.

Seller Inventory # 2490946

Bibliographic Details

• Title: Lectures on probability theory and statistics. Ecole d'été de probabilités de Saint-Flour XXXII, 2002.
• Publisher: Berlin, Springer
• Publication Date: 2004
• Language: English
• ISBN 10: 3540213163
• ISBN 13: 9783540213161
• Binding: Softcover
• Weight: 550 grams
• Seller catalogs:
  • SA MATHEMATIK

About this title

Synopsis

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). 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. 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.

From the Back 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.