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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- About this book
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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)
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Boris Tsirelson: Scaling Limit, Noise, Stability
Pages 1-106
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Wendelin Werner: Random Planar Curves and Schramm-Loewner Evolutions
Pages 107-195
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Table of contents (2 chapters)
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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
-
- Boris Tsirelson
- Wendelin Werner
- 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
