Lecture Notes in Mathematics

Lectures on Probability Theory and Statistics

Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002

Authors: Tsirelson, Boris, Werner, Wendelin

Editors: Picard, Jean (Ed.)

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eBook $54.99
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  • ISBN 978-3-540-39982-7
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About this book

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.

Table of contents (2 chapters)

  • Boris Tsirelson: Scaling Limit, Noise, Stability

    Tsirelson, Boris

    Pages 1-106

  • Wendelin Werner: Random Planar Curves and Schramm-Loewner Evolutions

    Werner, Wendelin

    Pages 107-195

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-540-39982-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.95
price for USA
  • ISBN 978-3-540-21316-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Lectures on Probability Theory and Statistics
Book Subtitle
Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002
Authors
Editors
  • Jean Picard
Series Title
Lecture Notes in Mathematics
Series Volume
1840
Copyright
2004
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-39982-7
DOI
10.1007/b96719
Softcover ISBN
978-3-540-21316-1
Series ISSN
0075-8434
Edition Number
1
Number of Pages
VIII, 200
Topics