Lectures on probability theory
Subtitle: Ecole dété de probabilités de Saint-Flour XXII-1992
By: D. Bakry, R.D. Gill, S.A. Molchanov ; editor, P. Bernard
Contributors: Bakry, D.; Gill, R. D; Molchanov, S. A.; Bernard, P. 1944-
Series: Lecture notes in mathematics -- 1581; Lecture notes in mathematics (Springer-Verlag) -- 1581
Publisher: Springer-Verlag
Published: 1994
Place of publication: Berlin; New York
Language: eng
Number of pages: 419
Subjects: Probabilities -- Congresses
Description: This book contains work-outs of the notes of three 15-hour courses of lectures which constitute surveys on the concerned topics given at the St. Flour Probability Summer School in July 1992. The first course, by D. Bakry, is concerned with hypercontractivity properties and their use in semi-group theory, namely Sobolev and Log Sobolev inequa- lities, with estimations on the density of the semi-groups. The second one, by R.D. Gill, is about statistics on survi- val analysis; it includes product-integral theory, Kaplan- Meier estimators, and a look at cryptography and generation of randomness. The third one, by S.A. Molchanov, covers three aspects of random media: homogenization theory, loca- lization properties and intermittency. Each of these chap- ters provides an introduction to and survey of its subject.
Notes: Includes bibliographical references