Bøger i Progress in Probability serien

This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions.

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013.

This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Études Scientifiques de Cargèse (IESC) in Corsica, France.High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, and random graphs.The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.

This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions.

stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection.The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Federale de Lausanne, Switzerland, from January to June 2012.

The book is addressed to mathematicians and other scientists who are interested in the mathematical theory concerning: * Fractal sets and measures * Iterated function systems * Random fractals * Fractals and dynamical systems, and * Harmonic analysis on fractals.

Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers;

During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis.

This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.

Based on a conference held in Greifswald/Koserow, Germany, August 28 - September 2, 1998

A collection of articles written by mathematicians and physicists, designed to describe the state of the art in climate models with stochastic input. Mathematicians will benefit from a survey of simple models, while physicists will encounter mathematically relevant techniques at work.

The title High Dimensional Probability is used to describe the many tributaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970s.

The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University.

Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers;

These developments have been triggered to a large part by the mathem- ical understanding gained on the fascinating and previously mysterious "Parisi solution" of the Sherrington-Kirkpatrick mean ?eld model of spin glasses, due to the work of Guerra, Talagrand, and others.

Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times.

These proceedings represent the current state of research on the topics 'boundary theory' and 'spectral and probability theory' of random walks on infinite graphs.

This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, in May 2008.

Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times.

This volume has been created in honor of the seventieth birthday of Ted Harris, which was celebrated on January 11th, 1989. This volume has been organized around that theme, with papers covering four major subject areas of Ted's research: branching processes, percola tion, interacting particle systems, and stochastic flows.

This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, from September 20 to 24, 1999.

Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics.

This volume is based on the lecture notes of six courses delivered at a Cimpa Summer School in Temuco, Chile, in January 2001. Leading experts contribute with introductory articles covering a broad area in probability and its applications, such as mathematical physics and mathematics of finance.

Contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verita) in Ascona , Switzerland, in May 2011.

Data collection continued throughout the millenia, and although data bases became larger, more re liable, and better codified, it was not really until surprisingly recently that mankind began to try to understand the physics behind these data, and, shortly afterwards, to attempt to model it.

At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu gal).

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013.