From Classical to Modern Probability
Subtitle: CIMPA Summer School 2001
By: edited by Pierre Picco, Jaime San Martin
Contributors: San Martin, Jaime
Series: Progress in Probability -- 54; Progress in probability -- 54.
Publisher: Birkhäuser Basel
Published: 2003
Place of publication: Basel
Language: eng
Format: [electronic resource] :
Number of pages: 219
ISBN-13: 9783034880534
Subjects: Mathematics; Distribution (Probability theory); Mathematical physics; Differentiable dynamical systems
Description: This volume is based on the lecture notes of six courses delivered at a CIMPA Summer School in Temuco, Chile, in January 2001. The courses are: asymptotic of the heat kernel in unbounded domains; spin systems with long range interactions; non-linear Dirichlet problem and non-linear integration; first-passage percolation; central limit theorem for Markov processes; stochastic orders and stopping times in Brownian motion. The level of each course is that of a graduate course, but the material will also be of interest for the specialist.