Lectures on probability theory and statistics : Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003

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 Dembo s 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 Brownia...

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Bibliographic Details
Main Authors: Dembo, Amir, 1958-...., mathématicien (Author), Funaki, Tadahisa, 19..-...., mathématicien (Author)
Corporate Author: Ecole d'été de probabilités de Saint-Flour :Saint-Flour, Cantal
Other Authors: Picard, Jean, 1959-...., mathématicien (Publishing director)
Format: Livre numérique
Language:Anglais
Published: Berlin, Heidelberg : Springer Berlin Heidelberg [20..].
Cham : Springer Nature
Edition:1st ed. 2005.
Series:École d'Été de Probabilités de Saint-Flour 1869
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Edition sous un autre format:• Lectures on probability theory and statistics, École d'été de probabilités de Saint-Flour XXXIII - 2003, [courses presented by] A. Dembo, T. Funaki, 2005, Berlin, Springer, 1 vol. (VIII-281 p.), Lecture notes in mathematics, 978-3-540-26069-1
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Summary: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 Dembo s 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 Funaki s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \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
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ISBN:9783540315377
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