Lectures on Probability Theory and Statistics : Ecole d’Eté de Probabilités de Saint Flour XXIX 1999 This volume contains lectures given at the Saint Flour Summer School of Probability Theory during the period 8th 24th July 1999. We thank the authors for all the hard work they accomplished. Their lectures are a work of reference in their domain. The School brought together 85 participants 31 of whom gave a lecture concerning their research work. At the end of this volume you will find the list of participants and their papers. Finally to facilitate research concerning previous schools we give here the number of the volume of Lecture Notes where they can be found: Lecture Notes in Mathematics 1975: n ° 539 1971: n ° 307 1973: n ° 390 1974: n ° 480 1979: n ° 876 1976: n ° 598 1977: n ° 678 1978: n ° 774 1980: n ° 929 1981: n ° 976 1982: n ° 1097 1983: n ° 1117 1988: n ° 1427 1984: n ° 1180 1985 1986 et 1987: n ° 1362 1989: n ° 1464 1990: n ° 1527 1991: n ° 1541 1992: n ° 1581 1993: n ° 1608 1994: n ° 1648 1995: n ° 1690 1996: n ° 1665 1997: n ° 1717 1998: n ° 1738 Lecture Notes in Statistics 1971: n ° 307 Table of Contents Part I Erwin Bolthausen: Large Deviations and Interacting Random Walks 1 On the construction of the three dimensional polymer measure. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2 Self attracting random walks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 3 One dimensional pinning depinning transitions. . . . . . . . . . . 105 References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Erwin Bolthausen: Large Deviations and Interacting Random Walks On the construction of the three dimensional polymer measure Self attracting random walks One dimensional pinning depinning transitions Edwin Perkins:Dawson—Watanabe Superprocesses and Measure valued Diffusions Branching Particle Systems and Dawson Watanabe Superprocesses Sample Path Properties of Superprocesses Interactive Drifts Spatial Interactions Aad van der Vaart: Semiparametric Statistics Lecture: Introduction Tangent Sets Lecture: Lower Bounds Lecture: Calculus of Scores Lecture: Gaussian Approximations Lecture: Empirical Processes and Consistency of Z Estimators Lecture: Empirical Processes and Normality of Z Estimators Lecture: Efficient Score and One step Estimators Lecture: Rates of Convergence Lecture: Maximum and Profile Likelihood Lecture: Infinite dimensional Z Estimators.