Lectures on Probability Theory / Lecture Notes in Mathematics Bd.1581 (PDF)

Name: Lectures on Probability Theory / Lecture Notes in Mathematics Bd.1581
Brand: Springer Berlin Heidelberg
SKU: 103731561
Price: 54.99 EUR
Availability: OnlineOnly

Ecole d'Ete de Probabilites de Saint-Flour XXII - 1992 (Sprache: Englisch)

Autoren: Dominique Bakry , Richard D. Gill , Stanislav A. Molchanov

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Lectures on Probability Theory / Lecture Notes in Mathematics Bd.1581, Dominique Bakry, Richard D. Gill, Stanislav A. Molchanov

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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.