From Classical to Modern Probability: CIMPA Summer School 2001

From Classical to Modern Probability: CIMPA Summer School 2001

Paperback(Softcover reprint of the original 1st ed. 2003)

$99.99
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Product Details

ISBN-13: 9783034894227
Publisher: Birkh�user Basel
Publication date: 10/24/2012
Series: Progress in Probability , #54
Edition description: Softcover reprint of the original 1st ed. 2003
Pages: 220
Product dimensions: 6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

Asymptotic of the Heat Kernel in Unbounded Domains.- 1 Introduction.- 2 Ratio theorem for domains with harmonic cone C? of dimension 1.- 3 Benedicks domains.- References.- Spin Systems with Long Range Interactions.- 1 Ising spin systems.- 2 Phase transition.- 3 Time evolution.- References.- Nonlinear Dirichlet Problem and Nonlinear Integration.- 1 Generalities.- 2 Preliminaries on capacities.- 3 Radon capacities.- 4 Lusin capacities.- 5 Answering the questions and last words.- References.- First-Passage Percolation.- 1 The basic model and the shape model.- 2 Exponential bounds for large deviations.- 3 Bounds of moderate deviations.- References.- Central Limit Theorem for Markov Processes.- 1 Introduction.- 2 A warming-up example.- 3 Central limit theorem for Markov processs.- 4 Regularity of the diffusion coefficient.- References.- Stochastic Orders and Stopping Times in Brownian Motion.- 1 Introduction.- 2 Martingales and stochastic orders.- 3 Skorohod embeddings in standard Brownian motion.- 4 A maximal property of Azéma—Yor stopped Brownian motion.- 5 Practical description of the optimal stopping time for the look-back American put option problem.- References.

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