Bøger i Progress in Probability serien

Roughly speaking, before 1970, the Gaussian processes that were studied were indexed by a subset of Euclidean space, mostly with dimension at most three. The index set was no longer considered as a subset of Euclidean space, but simply as a metric space with the metric canonically induced by the process.

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.

This volume contains the proceedings of the vVorkshop on Trees held in Versailles on 14-16 June 1995. Why: a workshop on trees? Two main reasons motivated this workshop. First, the current plethora of tree representations in branching processes which has be­ come obvious by the Minneapolis IMA Congress Classica] and Modern Branching Processes in 1994. But this would not have been sufficient to organize an "n-th" congress on branching processes. Secondly, regular discussions with researchers in algebra and computing sciences at the University of Versailles and at INRIA (lnstitut National de Recherche en Informatique et Automatique) convinced us it would be fruitful to offer the workers in these different fields the opportunity to exchange their points of view on the subject. The organizers being probabilists, a large part of the meeting (two sessions) was devoted t~ probability theor:y (not only branching processes). Nevertheless, the other three sessions focused on algorithms, on ultrametric and combinatorial aspects of trees and on disordered systems. Most papers in this volume are both of high level and of pedagogical interest. They are intended for a large public, including graduate students looking for an initiation to tree structures. The papers have been grouped into four sections: - disordered systems, - probability and trees, - large deviations, - ultrametric and algebraic aspects of trees. Some of the speakers are, unfortunately, not represented in this volume.

These include random matrix theory, nonparametric statistics, empirical process theory, statistical learning theory, concentration of measure phenomena, strong and weak approximations, distribution function estimation in high dimensions, combinatorial optimization, and random graph theory.

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 collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come.

During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics.

But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes.

The papers contained in this volume are an indication of the topics th discussed and the interests of the participants of The 9 International Conference on Probability in Banach Spaces, held at Sandjberg, Denmark, August 16-21, 1993.

A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space.

This work encompasses a wide range of topics in both statistics and probability theory, centering around the development and application of powerful methods in the areas of probability on Banach spaces, Gaussian process theory, and strong and distributional approximation.

Providing an overview of the field of Hepatitis Prevention and Treatment, this title includes contributions from internationally recognized experts on viral hepatitis, and covers the state of knowledge and practice regarding the molecular biology, immunology, biochemistry, pharmacology and clinical aspects of chronic HBV and HCV infection.

This volume consists of a collection of invited articles, written by some of the most distinguished probabilists, most of whom have been personally responsible for advances in the various subfields of probability.

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in April 1981. The aim of the seminar was to bring together a small group of kindred spirits working on stochastic processes and to provide an informal atmosphere for them to discuss their current work.

This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come.

Roughly speaking, before 1970, the Gaussian processes that were studied were indexed by a subset of Euclidean space, mostly with dimension at most three. The index set was no longer considered as a subset of Euclidean space, but simply as a metric space with the metric canonically induced by the process.

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.

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.

Contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus.

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.

A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space.

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.

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.

This process has been forced by problems in these areas related to applications in statistical physics, biomathematics and finance.This book is a collection of survey articles covering many of the most recent developments, like Schramm-Loewner evolution, fractal scaling limits, exceptional sets for percolation, and heat kernels on fractals.