1. Lectures on Probability Theory and Statistics : Ecole D'Eté De Probabilités De Saint-Flour XXXII - 2002
- Author
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Boris Tsirelson, Wendelin Werner, Jean Picard, Boris Tsirelson, Wendelin Werner, and Jean Picard
- Subjects
- Probability theory, Probabilities--Congresses, Mathematical statistics--Congresses, Statistics--Congresses, Waarschijnlijkheidstheorie, Statistiek
- Abstract
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). Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees.
- Published
- 2004