ENGLISH

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

By Pierre Bernard , Dominique Bakry , Richard D. Gill , Stanislav A. Molchanov

Book information

Publisher
Springer
Year
1994
ISBN
3540582088, 9783540582083
Open Library ID
OL15356821M
Language
english
Format
DJVU
Filesize
3 MB (3097833 bytes)
Series
Lecture Notes in Mathematics
Edition
1
Pages
429\429
Library
Kolxo3
DPI
300
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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