Lectures on Probability Theory and Statistics

Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002

von Boris Tsirelson, Wendelin Werner

200 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• ISBN: 9783540213161
• Sprache: Englisch
• Erscheinungsdatum: 21.04.2004
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer Berlin
• Herausgegeben von: Jean Picard