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Lectures on Probability Theory: Ecole d'Ete de Probabilites de Saint-Flour XXII - 1992
Auflage
1994th edition
Ort / Verlag
Berlin, Heidelberg: Springer Berlin / Heidelberg
Erscheinungsjahr
2006
Link zum Volltext
Quelle
Alma/SFX Local Collection
Beschreibungen/Notizen
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.