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.
Subjects:
Online Access:Click to view e-book
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Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Preface
  • Part I: Boris Tsirelson: Scaling Limit, Noise, Stability
  • Introduction
  • A First Look
  • Abstract Nonsense of the Scaling Limit
  • Scaling Limit and Independence
  • Example: The Noise Made by a Poison Snake
  • Stability
  • Generalizing Wiener Chaos
  • Example: The Brownian Web as a Black Noise
  • Miscellany
  • References
  • Index
  • Part II: Wendelin Werner: Random Planar Curves and Schramm-Loewner Evolutions
  • Introduction
  • Loewner Chains
  • Chordal SLE
  • Chordal SLE and Restriction
  • SLE and the Brownian Frontier
  • Radial SLE
  • Some Critical Exponents for SLE
  • Brownian Exponents
  • SLE, UST and LERW
  • SLE and Critical Percolation
  • What is Missing
  • References.