Lectures on Probability Theory and Statistics

Ecole d'Eté de Probabilités de Saint-Flour XXXI - 2001

von Simon Tavaré, Ofer Zeitouni

316 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). Simon Tavaré’s lectures serve as an introduction to the coalescent, and to inference for ancestral processes in population genetics. The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. Ofer Zeitouni’s course on "Random Walks in Random Environment" presents systematically the tools that have been introduced to study the model. A fairly complete description of available results in dimension 1 is given. For higher dimension, the basic techniques and a discussion of some of the available results are provided. The contribution also includes an updated annotated bibliography and suggestions for further reading. Olivier Catoni's course appears separately.

• Reihe: Lecture Notes in Mathematics
• ISBN: 9783540208327
• Sprache: Englisch
• Erscheinungsdatum: 04.03.2004
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer Berlin
• Herausgegeben von: Jean Picard