Title: Lectures on Probability Theory And Statistics : Ecole d'Ete De Probabilites De Saint-Flour XXXIII - 2003
Publisher: Springer Berlin Heidelberg
Publication Date: 2005
Language: English
ISBN 10: 3540260692
ISBN 13: 9783540260691
Binding: Soft cover
Condition: New

About this title

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.

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