Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics, 1869) - Softcover

Dembo, Amir; Funaki, Tadahisa

Softcover

ISBN 10: 3540260692 ISBN 13: 9783540260691

Publisher: Springer, 2005

Synopsis

This volume contains two of the three lectures that were given at the 33^rd 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.

About this title

From the Back Cover

This volume contains two of the three lectures that were given at the 33^rd 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.

Edition details

• Publisher: Springer
• Publication date: 2005
• Language: English
• ISBN 10: 3540260692
• ISBN 13: 9783540260691
• Binding: Paperback
• Number of pages: 294
• Editor: Picard Jean