Lectures on Probability Theory by Bakry, Dominique; Bernard, Pierre; Gill, Richard D.; Molchanov, Stanislav A.;

Ecole d'Ete de Probabilites de Saint-Flour XXII - 1992

Series: Lecture Notes in Mathematics; 1581;

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Product details:

Edition number 1994
Publisher Springer Berlin Heidelberg
Date of Publication 26 August 1994
Number of Volumes 1 pieces, Book

ISBN 9783540582083
Binding Paperback
No. of pages428 pages
Size 235x155 mm
Weight 1340 g
Language English
Illustrations VIII, 428 p.

Long description:

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.