© 1999

Lectures on Probability Theory and Statistics

Ecole d’Eté de Probailités de Saint-Flour XXVII - 1997

  • Authors
  • Editors
  • Pierre Bernard

Part of the Lecture Notes in Mathematics book series (LNM, volume 1717)

Table of contents

  1. Front Matter
    Pages I-IX
  2. Back Matter
    Pages 281-289

About this book


Part I, Bertoin, J.: Subordinators: Examples and Applications:
Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear Brownian motion.-

Part II, Martinelli, F.: Lectures on Glauber Dynamics for Discrete Spin Models: Introduction.- Gibbs Measures of Lattice Spin Models.- The Glauber Dynamics.- One Phase Region.- Boundary Phase Transitions.- Phase Coexistence.- Glauber Dynamics for the Dilute Ising Model.-

Part III, Peres, Yu.: Probability on Trees: An Introductory Climb: Preface.- Basic Definitions and a Few Highlights.- Galton-Watson Trees.- General percolation on a connected graph.- The first-Moment method.- Quasi-independent Percolation.- The second Moment Method.- Electrical Networks.- Infinite Networks.- The Method of Random Paths.- Transience of Percolation Clusters.- Subperiodic Trees.- The Random Walks RW (lambda) .- Capacity.-.Intersection-Equivalence.- Reconstruction for the Ising Model on a Tree,- Unpredictable Paths in Z and EIT in Z3.- Tree-Indexed Processes.- Recurrence for Tree-Indexed Markov Chains.- Dynamical Pecsolation.- Stochastic Domination Between Trees.


Brownian motion Lévy process Markov chain Moment Probability theory local time probability random walk statistics

Bibliographic information

  • Book Title Lectures on Probability Theory and Statistics
  • Book Subtitle Ecole d’Eté de Probailités de Saint-Flour XXVII - 1997
  • Authors J. Bertoin
    F. Martinelli
    Y. Peres
  • Editors Pierre Bernard
  • Series Title Lecture Notes in Mathematics
  • Series Abbreviated Title LNM
  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 1999
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-66593-9
  • eBook ISBN 978-3-540-48115-7
  • Series ISSN 0075-8434
  • Series E-ISSN 1617-9692
  • Edition Number 1
  • Number of Pages X, 298
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
    Statistical Theory and Methods
  • Buy this book on publisher's site
Industry Sectors
IT & Software
Finance, Business & Banking
Energy, Utilities & Environment
Oil, Gas & Geosciences