ENGLISH

Seminaire de probabilites XXXVI

By Jacques Azéma , Michel Émery , Michel Ledoux , Marc Yor

Book information

Publisher
Springer
Year
2003
ISBN
9783540000723, 3540000720
Open Library ID
OL9053639M
Language
english
Format
DJVU
Filesize
6 MB (6027474 bytes)
Series
Lecture Notes in Mathematics 1801
Edition
1
Pages
497\497
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11

Description

The 36th Séminaire de Probabilités contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Séminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.

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