
Lectures on Probability Theory
Ecole d'Ete de Probabilites de Saint-Flour XXII - 1992
Pierre Bernard(Editor)
Springer (Publisher)
Published on 26. August 1994
Book
Paperback/Softback
VIII, 428 pages
978-3-540-58208-3 (ISBN)
Description
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.
More details
Series
Edition
1994 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
VIII, 428 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 24 mm
Weight
657 gr
ISBN-13
978-3-540-58208-3 (9783540582083)
DOI
10.1007/BFb0073871
Schweitzer Classification
Persons
Dominique Bakry held his first research position at the CNRS at the University of Strasbourg, and since 1988 has been a professor at the University of Toulouse. Moreover, since 2004 he has been a senior member of the Institut Universitaire de France. He was editor of the journal Potential Analysis. His research interests center on probability, analysis of Markov operators, differential geometry and orthonormal polynomials.
Ivan Gentil held his first position at the University of Paris-Dauphine in 2003 and since 2010 has been a professor at the University of Lyon. His research interests center on analysis, probability, partial differential equations and functional inequalities such as logarithmic Sobolev inequalities.
Michel Ledoux held his first research position at the CNRS, and since 1991 has been a professor at the University of Toulouse. Since 2010 he has been a senior member of the Institut Universitaire de France, having been a junior member from 1997 to 2002. He has been associate editor for various journals including the Annals of Probability and Probability Theory and Related Fields, and is currently chief editor of the Electronic Journal of Probability. His research interests center on probability theory and functional analysis, measure concentration, diffusion operators and functional inequalities, random matrices, probability in Banach spaces.
Content
L'hypercontractivité et son utilisation en théorie des semigroupes.- Lectures on survival analysis.- Lectures on random media.