ENGLISH

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

By Jean Picard (eds.) , Boris Tsirelson , Wendelin Werner (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2004
ISBN
3540213163, 9783540213161
DOI
10.1007/b96719
Open Library ID
OL9365181M
Language
english
Format
PDF
Filesize
2 MB (2382904 bytes)
Series
Lecture Notes in Mathematics 1840
Edition
1
Pages
200\206
Library
Kolxo3
Time added
2009-07-20 03:45:11
Probability Theory and Stochastic Processes; Stati

Description

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). Boris 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. Two examples are examined (noise made by a Poisson snake, the Brownian web). A new framework for the scaling limit is proposed, as well as old and new results about noises, stability, and spectral measures. Wendelin 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.

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