Bøger i Ecole d'Ete de Probabilites de Saint-Flour serien

Three series of lectures were given at the 34th Probability Summer School in Saint-Flour (July 6¿24, 2004), by the Professors Cerf, Lyons and Slade. We have decided to publish these courses separately. This volume contains the course of Professor Slade. We cordially thank the author for his performance at the summer school, and for the redaction of these notes. 69 participants have attended this school. 35 of them have given a short lecture. The lists of participants and of short lectures are enclosed at the end of the volume. The Saint-Flour Probability Summer School was founded in 1971. Here are the references of Springer volumes which have been published prior to this one. All numbers refer to theLecture Notes in Mathematics series, except S-50 which refers to volume 50 of the Lecture Notes in Statistics series. 1971: vol 307 1980: vol 929 1990: vol 1527 1998: vol 1738 1973: vol 390 1981: vol 976 1991: vol 1541 1999: vol 1781 1974: vol 480 1982: vol 1097 1992: vol 1581 2000: vol 1816 1975: vol 539 1983: vol 1117 1993: vol 1608 2001: vol 1837 & 1851 1976: vol 598 1984: vol 1180 1994: vol 1648 2002: vol 1840 1977: vol 678 1985/86/87: vol 1362 & S-50 1995: vol 1690 2003: vol 1869 1978: vol 774 1988: vol 1427 1996: vol 1665 2004: vol.

This open access book focuses on the interplay between random walks on planar maps and Koebe's circle packing theorem.

This book addresses the emerging body of literature on the study of rare events in random graphs and networks.

These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between Brownian motion and analysis.

Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflection at a boundary, this book begins with a discussion of classical one-dimensional diffusions as the reflecting Brownian motion, devoting a chapter to Bessel processes, and moves on to function-valued solutions to SPDEs.

Analyzing the phase transition from diffusive to localized behavior in a model of directed polymers in a random environment, this volume places particular emphasis on the localization phenomenon. The main questionis: What does the path of a random walk look like if rewards and penalties are spatially randomly distributed?This model, which provides a simplified version of stretched elastic chains pinned by random impurities, has attracted much research activity, but it (and its relatives) still holds many secrets, especially in high dimensions. It has non-gaussian scaling limits and it belongs to the so-called KPZ universality class when the space is one-dimensional. Adopting a Gibbsian approach, using general and powerful tools from probability theory, the discrete model is studied in full generality. Presenting the state-of-the art from different perspectives, and written in the form of a first course on the subject, this monographis aimed at researchers in probability or statistical physics, but is also accessible to masters and Ph.D. students.

Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers. Examples include the Lasso and group Lasso methods, and the least squares method with other norm-penalties, such as the nuclear norm.

Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random walks, and in particular, on extreme positions in each generation, as well as the evolution of these positions over time.

In these lecture notes, we will analyze the behavior of random walk on disordered media by means of both probabilistic and analytic methods, and will study the scaling limits.

The purpose of these notes is to explore some simple relations between Markovian path and loop measures, the Poissonian ensembles of loops they determine, their occupation fields, uniform spanning trees, determinants, and Gaussian Markov fields such as the fre field.

These notes, based on lectures delivered in Saint Flour, provide an easy introduction to the authors' 2007 Springer monograph "Random Fields and Geometry." While not as exhaustive as the full monograph, they are also less exhausting, while still covering the basic material, typically at a more intuitive and less technical level.

The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems.

We approach this domain of ideas by focusing on a specific class of models, the "pinning models," for which a series of recent mathematical works has essentially put all the main predictions of the physics community on firm footing;

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 Dembo's 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.

There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory. This title features notes, representing a course given by Terry Lyons in 2004, that provide an account of the key results forming the foundation of the theory of rough paths.