Ebook: Lectures on Probability Theory and Statistics: Ecole d’Eté de Probailités de Saint-Flour XXVII - 1997
- Genre: Mathematics // Mathematicsematical Statistics
- Tags: Probability Theory and Stochastic Processes, Statistical Theory and Methods
- Series: Lecture Notes in Mathematics 1717
- Year: 1999
- Publisher: Springer-Verlag Berlin Heidelberg
- Edition: 1
- Language: English
- djvu
Part I, Bertoin, J.: Subordinators: Examples and Applications:
Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear Brownian motion.-
Part II, Martinelli, F.: Lectures on Glauber Dynamics for Discrete Spin Models: Introduction.- Gibbs Measures of Lattice Spin Models.- The Glauber Dynamics.- One Phase Region.- Boundary Phase Transitions.- Phase Coexistence.- Glauber Dynamics for the Dilute Ising Model.-
Part III, Peres, Yu.: Probability on Trees: An Introductory Climb: Preface.- Basic Definitions and a Few Highlights.- Galton-Watson Trees.- General percolation on a connected graph.- The first-Moment method.- Quasi-independent Percolation.- The second Moment Method.- Electrical Networks.- Infinite Networks.- The Method of Random Paths.- Transience of Percolation Clusters.- Subperiodic Trees.- The Random Walks RW (lambda) .- Capacity.-.Intersection-Equivalence.- Reconstruction for the Ising Model on a Tree,- Unpredictable Paths in Z and EIT in Z3.- Tree-Indexed Processes.- Recurrence for Tree-Indexed Markov Chains.- Dynamical Pecsolation.- Stochastic Domination Between Trees.
Introduces the basic notions and properties of subordinators, such as the Levy-Khintchine formula, Itos decomposition, renewal measures, and ranges. Softcover.