Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002

di Boris Tsirelson (Autore)

Wendelin Werner (Autore)

Jean Picard (Curatore)

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2004

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.

• Autore: Boris Tsirelson, Wendelin Werner
• Curatore: Jean Picard
• Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Collana: École d'Été de Probabilités de Saint-Flour
• Anno: 2004
• Rilegatura: Paperback / softback
• Pagine: 200 p.
• Dimensioni: 233 x 155 mm
• EAN: 9783540213161

Testo in English