Picard, Jean.

Lectures on Probability Theory and Statistics Ecole d'EtȨ de ProbabilitȨs de Saint-Flour XXXIII - 2003 / [electronic resource] : edited by Jean Picard. - VIII, 286 p. online resource. - Lecture Notes in Mathematics, 1869 0075-8434 ; . - Lecture Notes in Mathematics, 1869 .

ZDB-2-SMA ZDB-2-LNM

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 Dembos 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 Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funakis course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called
abla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.

9783540315377

10.1007/b136622 doi


Mathematics.
Differential equations, partial.
Potential theory (Mathematics).
Distribution (Probability theory).
Statistics.
Mathematics.
Probability Theory and Stochastic Processes.
Measure and Integration.
Potential Theory.
Statistics for Engineering, Physics, Computer Science, Chemistry & Geosciences.
Partial Differential Equations.

QA273.A1-274.9 QA274-274.9

519.2