Lectures on Probability Theory and Statistics: Ecole d'Et¿¿ de Probabilit¿¿s de Saint-Flour XXXII - 2002 - Couverture souple

Tsirelson, Boris; Werner, Wendelin; Picard, Jean

 
9783540213161: Lectures on Probability Theory and Statistics: Ecole d'Et¿¿ de Probabilit¿¿s de Saint-Flour XXXII - 2002

Synopsis

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.

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Autres éditions populaires du même titre

9783662163535: Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002

Edition présentée

ISBN 10 :  3662163535 ISBN 13 :  9783662163535
Editeur : Springer, 2014
Couverture souple