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Lectures on Probability Theory

Ecole d'Eté de Probabilités de Saint-Flour XXII-1992

  • Authors
  • Dominique Bakry
  • Richard D. Gill
  • Stanislav A. Molchanov
  • Editors
  • Pierre Bernard

Part of the Lecture Notes in Mathematics book series (LNM, volume 1581)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. Richard D. Gill
    Pages 115-241
  3. S. Molchanov
    Pages 242-411
  4. Back Matter
    Pages 413-423

About this book

Introduction

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.

Keywords

Hypercontractivity Probability theory Random Media Survival Analysis statistics

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0073871
  • Copyright Information Springer-Verlag Berlin Heidelberg 1994
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-58208-3
  • Online ISBN 978-3-540-48568-1
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site