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Lectures on Probability Theory - Ecole d'Ete de Probabilites de Saint-flour XXII, 1992 (English, French, Paperback, 1994 ed.)
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Lectures on Probability Theory - Ecole d'Ete de Probabilites de Saint-flour XXII, 1992 (English, French, Paperback, 1994 ed.)
Series: Lecture Notes in Mathematics, v. 1581
Expected to ship within 10 - 15 working days
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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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