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Lectures on Probability Theory and Statistics

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

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  • © 2004

Overview

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1840)

Part of the book sub series: École d'Été de Probabilités de Saint-Flour (LNMECOLE)

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Table of contents (2 chapters)

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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). 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.

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

  • DOI: https://doi.org/10.1007/b96719

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag GmbH Germany, part of Springer Nature 2004

  • Softcover ISBN: 978-3-540-21316-1Published: 21 April 2004

  • eBook ISBN: 978-3-540-39982-7Published: 10 March 2004

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 200

  • Topics: Probability Theory and Stochastic Processes, Complex Systems, Statistical Physics and Dynamical Systems

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