Springer
Lectures on Probability Theory and Statistics: Ecole d'Et? de Probabilit?s de Saint-Flour XXXII - 2002
Lectures on Probability Theory and Statistics: Ecole d'Et? de Probabilit?s de Saint-Flour XXXII - 2002
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). 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. 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.
| Author: Boris Tsirelson |
| Publisher: Springer |
| Publication Date: Apr 21, 2004 |
| Number of Pages: 200 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3540213163 |
| ISBN-13: 9783540213161 |