© 1994

Lectures on Probability Theory

Ecole d'Eté de Probabilités de Saint-Flour XXII-1992

  • Authors
  • Editors
  • Pierre Bernard

Part of the Lecture Notes in Mathematics book series (LNM, volume 1581)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. Richard D. Gill
    Pages 115-241
  3. S. Molchanov
    Pages 242-411
  4. Back Matter
    Pages 413-423

About this book


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.


Hypercontractivity Probability theory Random Media Survival Analysis statistics

Bibliographic information

  • Book Title Lectures on Probability Theory
  • Book Subtitle Ecole d'Eté de Probabilités de Saint-Flour XXII-1992
  • Authors Dominique Bakry
    Richard D. Gill
    Stanislav A. Molchanov
  • Editors Pierre Bernard
  • Series Title Lecture Notes in Mathematics
  • Series Abbreviated Title Lecture Notes in Mathematics
  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 1994
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-58208-3
  • eBook ISBN 978-3-540-48568-1
  • Series ISSN 0075-8434
  • Series E-ISSN 1617-9692
  • Edition Number 1
  • Number of Pages VIII, 428
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
  • Buy this book on publisher's site
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