Lectures on probability theory and statistics Ecole d'Eté de Probabilités de Saint-Flour XXXIII-2003 /
This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo's course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Br...
| Corporate Authors: | Ecole d'été de probabilités de Saint-Flour St. Flour, France) |
|---|---|
| Other Authors: | Ecole d'été de probabilités de Saint-Flour, Dembo, Amir., Funaki, Tadahisa., Picard, Jean., SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin :
Springer,
2005.
Berlin : 2005. |
| Physical Description: |
1 online resource (viii, 281 pages) : illustrations. |
| Series: |
Lecture notes in mathematics (Springer-Verlag) ;
1869. |
| Subjects: |
Table of Contents:
- Intro
- Favorite Points, Cover Times and Fractals
- Amir Dembo
- 1 Overview
- 2 Cover Time for Markov Chains
- 3 Discrete Limsup Random Fractals
- 4 Multi-Scale Truncated Second Moment
- 5 From Trees to Walks Via Brownian Motion
- 6 Kac's Moment Formula and Ciesielski-Taylor Identities
- References
- Stochastic Interface Models
- Tadahisa Funaki
- 1 Introduction
- 2 bold0mu mumu equationbold0mu mumu equation Interface Model
- 3 Gaussian Equilibrium Systems
- 4 Random Walk Representation and Fundamental Inequalities
- 5 Surface Tension.
- 6 Large Deviation and Concentration Properties
- 7 Entropic Repulsion, Pinning and Wetting Transition
- 8 Central Limit Theorem
- 9 Characterization of bold0mu mumu equationbold0mu mumu equation-Gibbs Measures
- 10 Hydrodynamic Limit
- 11 Equilibrium Fluctuation
- 12 Dynamic Large Deviation
- 13 Hydrodynamic Limit on a Wall
- 14 Equilibrium Fluctuation on a Wall and Entropic Repulsion
- 15 Dynamics in Two Media and Pinning Dynamics on a Wall
- 16 Other Dynamic Models
- References.