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Lectures on probability theory and statistics - Ecole d'ete de ebook

Lectures on probability theory and statistics - Ecole d'ete de probabilites de Saint-Flour XXXIII




Author: Amir Dembo, Jean Picard, Tadahisa Funaki
Type: eBook
Date Released: 2005
Format: pdf
Language: English
Page Count: 288
Isbn10 Code: 3540260692
Isbn13 Code: 9783540260691


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 abla 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. From the Back Cover 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 abla 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.

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