Séminaire de Probabilités XXXVI (Lecture Notes in Mathematics / Séminaire de Probabilités)
Contributors: Jacques Azéma (Editor); Michel Émery (Editor); Michel Ledoux (Editor); Marc Yor (Editor)
Edition: 1 edition
Publisher: Springer
Published: January 31, 2003
Language: eng; fre
Format: Paperback
Number of pages: 499
ISBN-13: 9783540000723
Subjects: Probability & statistics; Probabilities; Mathematics; Medical / Nursing; Science/Mathematics; Probability & Statistics - General; Finance; General; 60GXX; 60HXX; 60JXX; Logarithmic Sobolev Inequalities; Martingales; Mathematics / Statistics; Random Matrices; Stochastic Processes
First sentence: During the last decade some important progress was achieved in the domain of infinite dimensional analysis involving applications of coercive inequalities.
Description: The 36th Séminaire de Probabilités contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Séminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.