Lectures on Probability Theory and Statistics : Ecole d’Eté de Probailités de Saint-Flou

Lectures on Probability Theory and Statistics : Ecole d’Eté de Probailités de Saint-Flou
Author(s):Jean Bertoin, Fabio Martinelli, Yuval Peres, Pierre Bernard
Collection:Lecture Notes in Mathematics 1717
Publisher:Springer-Verlag Berlin Heidelberg
Year:1999
Language:English
Pages:298 pages
Size:2.38 MB
Extension:DJVU


[tab] [content title="Description"]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.- [/content] [content title="Content"] [/content] [content title="About the author"]Bertoin received in 1987 his doctorate from University of Paris VI under Marc Yor with Étude des processus de Dirichlet.[1] Bertoin taught and did research there and is now a professor at the University of Zurich. In 1996 he received the Rollo Davidson Prize. In 2002 he was an Invited Speaker with talk Some aspects of additive coalescents at the International Congress of Mathematicians in Beijing. Yuval Peres (Hebrew: יובל פרס; born 5 October 1963) is a mathematician known for his research in probability theory, ergodic theory, mathematical analysis, theoretical computer science, and in particular for topics such as fractals and Hausdorff measure, random walks, Brownian motion, percolation and Markov chain mixing times. He was born in Israel and obtained his Ph.D. at the Hebrew University of Jerusalem in 1990 under the supervision of Hillel Furstenberg.[1] He was a faculty member at the Hebrew University and the University of California at Berkeley,[1] and a Principal Researcher at Microsoft Research in Redmond, Washington.[2] Peres has been accused of sexual harassment by several female scientists. [/content] [/tab]

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