Lectures on Probability Theory and Statistics Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002 / by Boris Tsirelson, Wendelin Werner ; edited by Jean Picard.

This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Boris Tsirelso...

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Bibliographic Details
Main Authors: Tsirelson, Boris (Author), Werner, Wendelin (Author)
Corporate Author: SpringerLink (Online service)
Other Authors: Picard, Jean (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.
Edition:1st ed. 2004.
Series:Lecture Notes in Mathematics, 1840
Springer eBook Collection.
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Summary:This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Boris Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Two examples are examined (noise made by a Poisson snake, the Brownian web). A new framework for the scaling limit is proposed, as well as old and new results about noises, stability, and spectral measures. Wendelin Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees.
Physical Description:VIII, 200 p. online resource.
ISBN:9783540399827
ISSN:0075-8434 ;
DOI:10.1007/b96719