Lectures on Probability Theory and Statistics Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Picard, Jean (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
• Σειρά: Lecture Notes in Mathematics, 1869
• Θέματα: Mathematics.; Measure theory.; Partial differential equations.; Potential theory (Mathematics).; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Measure and Integration.; Potential Theory.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Partial Differential Equations.
• Φυσική περιγραφή: VIII, 286 p. 40 illus. online resource.
• ISBN: 9783540315377
• ISSN: 0075-8434 ;

This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo’s course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funaki’s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.