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Economics/Finances Lectures on Probability Theory and Statistics (Lecture Notes in Mathematics / Ecole d'Ete Probabilit.Saint-Flour)
Posted on 2010-03-16
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More Lectures on Probability Theory and Statistics (Lecture Notes in Mathematics / Ecole d'Ete Probabilit.Saint-Flour): A. Dembo, T. Funaki This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembos course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funakis course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called abla arphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques. To see my other books, click Download Link (Here).
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