Bøger af Michel Talagrand

Author's Note: The material of this book has been reworked and expanded with a lot more detail and published in the author's 2014 book "Upper and Lower Bounds for Stochastic Processes" (Ergebnisse Vol. 60, ISBN 978-3-642-54074-5). That book is much easier to read and covers everything that is in "The Generic Chaining" book in a more detailed and comprehensible way. ************What is the maximum level a certain river is likely to reach over the next 25 years? (Having experienced three times a few feet of water in my house, I feel a keen personal interest in this question. ) There are many questions of the same nature: what is the likely magnitude of the strongest earthquake to occur during the life of a planned building, or the speed of the strongest wind a suspension bridge will have to stand? All these situations can be modeled in the same manner. The value X of the quantity of interest (be it water t level or speed of wind) at time t is a random variable. What can be said about the maximum value of X over a certain range of t? t A collection of random variables (X ), where t belongs to a certain index t set T, is called a stochastic process, and the topic of this book is the study of the supremum of certain stochastic processes, and more precisely to ?nd upper and lower bounds for the quantity EsupX . (0. 1) t t?T Since T might be uncountable, some care has to be taken to de?ne this quantity. For any reasonable de?nition of Esup X we have t t?T EsupX =sup{EsupX ; F?T,F ?nite} , (0. 2) t t t?T t?F an equality that we will take as the de?nition of the quantity Esup X . t t?T Thus, the crucial case for the estimation of the quantity (0.

In the eighties, a group of theoretical physicists introduced several models for certain disordered systems, called "spin glasses". These models are simple and rather canonical random structures, that physicists studied by non-rigorous methods. They predicted spectacular behaviors, previously unknown in probability theory. They believe these behaviors occur in many models of considerable interest for several branches of science (statistical physics, neural networks and computer science). This book introduces in a rigorous manner this exciting new area to the mathematically minded reader. It requires no knowledge whatsoever of any physics, and contains proofs in complete detail of much of what is rigorously known on spin glasses at the time of writing.

Quantum field theory (QFT) is one of the great achievements of physics, of profound interest to mathematicians. Most pedagogical texts on QFT are geared toward budding professional physicists, however, whereas mathematical accounts are abstract and difficult to relate to the physics. This book bridges the gap. While the treatment is rigorous whenever possible, the accent is not on formality but on explaining what the physicists do and why, using precise mathematical language. In particular, it covers in detail the mysterious procedure of renormalization. Written for readers with a mathematical background but no previous knowledge of physics and largely self-contained, it presents both basic physical ideas from special relativity and quantum mechanics and advanced mathematical concepts in complete detail. It will be of interest to mathematicians wanting to learn about QFT and, with nearly 300 exercises, also to physics students seeking greater rigor than they typically find in their courses.

Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures. A large part of this unique book is devoted to the author's influential work.

In addition to its central focus on generic chaining, which allows for optimal bounds in Gaussian and Bernoulli processes, this volume on modern stochastic methods includes key applications and a variety of complete solutions to a number of classical problems.

This is a revised, updated and enlarged edition of Volume II of the author's book "Spin Glasses: A Challenge for Mathematicians" designed to introduce this exciting work to the math-minded reader, in a rigorous manner requiring no knowledge of any physics.

In the 1980s, a group of theoretical physicists introduced several models for certain disordered systems, called "spin glasses". It requires no knowledge whatsoever of any physics, and contains proofs in complete detail of much of what is rigorously known on spin glasses at the time of writing.

Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties).

The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. This book provides an overview of "generic chaining", a completely natural variation on the ideas of Kolmogorov.

In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society.