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Lectures on Probability Theory

Ecole d'Ete de Probabilites de Saint-Flour XXII - 1992

  • Book
  • © 1994

Overview

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1581)

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Table of contents (3 chapters)

Keywords

About this book

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.

Bibliographic Information

  • Book Title: Lectures on Probability Theory

  • Book Subtitle: Ecole d'Ete de Probabilites de Saint-Flour XXII - 1992

  • Authors: Dominique Bakry, Richard D. Gill, Stanislav A. Molchanov

  • Editors: Pierre Bernard

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0073871

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1994

  • Softcover ISBN: 978-3-540-58208-3Published: 26 August 1994

  • eBook ISBN: 978-3-540-48568-1Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 428

  • Topics: Probability Theory and Stochastic Processes

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