書誌事項

Combinatorial stochastic processes

J. Pitman

(Lecture notes in mathematics, 1875 . Ecole d'été de probabilités de Saint-Flour / editor, Jean Picard ; 32-2002)

Springer, c2006

タイトル別名

Combinatorial stochastic processes, St. Flour 2002

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注記

"Three series of lectures were given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002)"--Foreword

Includes bibliographical references (p. [223]-247) and index

"ISSN Ecole d'été de probabilités de St-Flour, print edition: 0721-5363"--T.p. verso

内容説明・目次

内容説明

The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

目次

Preliminaries.- Bell polynomials, composite structures and Gibbs partitions.- Exchangeable random partitions.- Sequential constructions of random partitions.- Poisson constructions of random partitions.- Coagulation and fragmentation processes.- Random walks and random forests.- The Brownian forest.- Brownian local times, branching and Bessel processes.- Brownian bridge asymptotics for random mappings.- Random forests and the additive coalescent.

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