ENGLISH

Lectures on Probability Theory

By D. Bakry , R. D. Gill , S. A. Molchanov

Book information

Publisher
Springer
Year
1994
ISBN
9780387582085, 0-387-58208-8
Open Library ID
OL10154485M
Language
english
Format
DJVU
Filesize
3 MB (3243011 bytes)
Series
Lecture Notes in Mathematics
Pages
429\429
Library
mexmat
Time added
2009-07-20 03:45:11

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.

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