Lectures on probability theory
著者
書誌事項
Lectures on probability theory
(Lecture notes in mathematics, 1581 . Ecole d'été de probabilités de Saint-Flour ; 22-1992)
Springer-Verlag, c1994
- : gw
- : us
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注記
Includes bibliographical references
"This volume contains lectures given at The Saint-Flour Summer School of Probability Theory during the period 9th-25th July, 1992"--Introduction
内容説明・目次
内容説明
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.
目次
L'hypercontractivite et son utilisation en theorie des semigroupes.- Lectures on survival analysis.- Lectures on random media.
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