Cargando…

Probability theory and applications

This volume, with contributions by leading experts in the field, is a collection of lecture notes of the six minicourses given at the IAS/Park City Summer Mathematics Institute. It introduces advanced graduates and researchers in probability theory to several of the currently active research areas i...

Descripción completa

Detalles Bibliográficos
Autores principales: Hsu, Elton P, Varadhan, S R S
Lenguaje:eng
Publicado: American Mathematical Society 1999
Materias:
Acceso en línea:http://cds.cern.ch/record/2279826
_version_ 1780955485453680640
author Hsu, Elton P
Varadhan, S R S
author_facet Hsu, Elton P
Varadhan, S R S
author_sort Hsu, Elton P
collection CERN
description This volume, with contributions by leading experts in the field, is a collection of lecture notes of the six minicourses given at the IAS/Park City Summer Mathematics Institute. It introduces advanced graduates and researchers in probability theory to several of the currently active research areas in the field. Each course is self-contained with references and contains basic materials and recent results. Topics include interacting particle systems, percolation theory, analysis on path and loop spaces, and mathematical finance. The volume gives a balanced overview of the current status of probability theory. An extensive bibliography for further study and research is included. This unique collection presents several important areas of current research and a valuable survey reflecting the diversity of the field.
id cern-2279826
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 1999
publisher American Mathematical Society
record_format invenio
spelling cern-22798262021-04-21T19:05:29Zhttp://cds.cern.ch/record/2279826engHsu, Elton PVaradhan, S R SProbability theory and applicationsMathematical Physics and MathematicsThis volume, with contributions by leading experts in the field, is a collection of lecture notes of the six minicourses given at the IAS/Park City Summer Mathematics Institute. It introduces advanced graduates and researchers in probability theory to several of the currently active research areas in the field. Each course is self-contained with references and contains basic materials and recent results. Topics include interacting particle systems, percolation theory, analysis on path and loop spaces, and mathematical finance. The volume gives a balanced overview of the current status of probability theory. An extensive bibliography for further study and research is included. This unique collection presents several important areas of current research and a valuable survey reflecting the diversity of the field.American Mathematical Societyoai:cds.cern.ch:22798261999
spellingShingle Mathematical Physics and Mathematics
Hsu, Elton P
Varadhan, S R S
Probability theory and applications
title Probability theory and applications
title_full Probability theory and applications
title_fullStr Probability theory and applications
title_full_unstemmed Probability theory and applications
title_short Probability theory and applications
title_sort probability theory and applications
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2279826
work_keys_str_mv AT hsueltonp probabilitytheoryandapplications
AT varadhansrs probabilitytheoryandapplications