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Lectures on Probability Theory. Ecole D'Ete De Probabilites De Saint-Flour XXII, 1992

✍ Scribed by Dominique Bakry, Richard D. Gill, Stanislav A. Molchanov, Pierre Bernard

Book ID
127453331
Publisher
Springer
Year
1994
Tongue
English
Weight
3 MB
Series
Lecture Notes in Mathematics
Edition
1
Category
Library
ISBN-13
9783540582083

No coin nor oath required. For personal study only.

✦ Synopsis

This book contains work-outs of the notes of three 15-hour courses of lectures which constitute surveys on the concerned topics given at the St. Flour Probability Summer School in July 1992. The first course, by D. Bakry, is concerned with hypercontractivity properties and their use in semi-group theory, namely Sobolev and Log Sobolev inequa- lities, with estimations on the density of the semi-groups. The second one, by R.D. Gill, is about statistics on survi- val analysis; it includes product-integral theory, Kaplan- Meier estimators, and a look at cryptography and generation of randomness. The third one, by S.A. Molchanov, covers three aspects of random media: homogenization theory, loca- lization properties and intermittency. Each of these chap- ters provides an introduction to and survey of its subject.

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