Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXXII - 2002

Boris Tsirelson,Wendelin Werner

Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXXII - 2002
Format
Paperback
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Country
Germany
Published
21 April 2004
Pages
200
ISBN
9783540213161

Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXXII - 2002

Boris Tsirelson,Wendelin Werner

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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.

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