Lectures on Probability Theory and Statistics Ecole d'eté de Probabilités de Saint-Flour XXXII - 2002 |
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| Author:
| Tsirelson, Boris
Werner, Wendelin |
| Editor:
| Picard, Jean |
| Series title: | Lecture Notes in Mathematics Ser. |
| ISBN: | 978-3-540-39982-7 |
| Publication Date: | Mar 2004 |
| Publisher: | Springer
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| Book Format: | Ebook |
| List Price: | USD $69.95 |
Book Description:
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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...
More Description
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.