Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991

Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991

Author: Donald A. Dawson

Publisher: Springer

Published: 2006-11-14

Total Pages: 362

ISBN-13: 3540476083

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CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.


Lectures on Probability Theory and Statistics

Lectures on Probability Theory and Statistics

Author: J. Bertoin

Publisher: Springer

Published: 2004-09-03

Total Pages: 296

ISBN-13: 354048115X

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Part I, Bertoin, J.: Subordinators: Examples and Applications: Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear Brownian motion.- Part II, Martinelli, F.: Lectures on Glauber Dynamics for Discrete Spin Models: Introduction.- Gibbs Measures of Lattice Spin Models.- The Glauber Dynamics.- One Phase Region.- Boundary Phase Transitions.- Phase Coexistence.- Glauber Dynamics for the Dilute Ising Model.- Part III, Peres, Yu.: Probability on Trees: An Introductory Climb: Preface.- Basic Definitions and a Few Highlights.- Galton-Watson Trees.- General percolation on a connected graph.- The first-Moment method.- Quasi-independent Percolation.- The second Moment Method.- Electrical Networks.- Infinite Networks.- The Method of Random Paths.- Transience of Percolation Clusters.- Subperiodic Trees.- The Random Walks RW (lambda) .- Capacity.-.Intersection-Equivalence.- Reconstruction for the Ising Model on a Tree,- Unpredictable Paths in Z and EIT in Z3.- Tree-Indexed Processes.- Recurrence for Tree-Indexed Markov Chains.- Dynamical Pecsolation.- Stochastic Domination Between Trees.


Foundations of Modern Probability

Foundations of Modern Probability

Author: Olav Kallenberg

Publisher: Springer Nature

Published: 2021-02-07

Total Pages: 946

ISBN-13: 3030618714

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The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.


Random Measures, Theory and Applications

Random Measures, Theory and Applications

Author: Olav Kallenberg

Publisher: Springer

Published: 2017-04-12

Total Pages: 706

ISBN-13: 3319415980

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Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.


Potential Theory - ICPT 94

Potential Theory - ICPT 94

Author: Josef Kral

Publisher: Walter de Gruyter

Published: 2011-10-13

Total Pages: 513

ISBN-13: 3110818574

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The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.


Markov Processes, Feller Semigroups and Evolution Equations

Markov Processes, Feller Semigroups and Evolution Equations

Author: J. A. van Casteren

Publisher: World Scientific

Published: 2011

Total Pages: 825

ISBN-13: 9814322180

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The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.


Evolutionary Biology from Concept to Application

Evolutionary Biology from Concept to Application

Author: Pierre Pontarotti

Publisher: Springer Science & Business Media

Published: 2008-06-20

Total Pages: 220

ISBN-13: 3540789936

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Every biological system is the outcome of its evolution; therefore, the deciphering of its evolutionary history is of tremendous importance to understand the biology of a system. Since 1997 scientists of different disciplines have held an annual "Evolutionary Biology Meeting" at Marseille (France) in order to discuss their research developments, exchange ideas and start collaborations. Consisting of the most representative talks of the 11th meeting, this book provides an up-to-date overview of evolutionary concepts and how these concepts can be applied to a better understanding of various biological aspects. It is divided into the following four parts: Modelization of Evolution - Concepts in Evolutionary Biology - Knowledge - Applied Evolutionary Biology. This book is an invaluable source of information not only for evolutionary biologists, but also for biologists in general.


Stochastic Models

Stochastic Models

Author: Donald Andrew Dawson

Publisher: American Mathematical Soc.

Published: 2000

Total Pages: 492

ISBN-13: 9780821810637

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This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.


Seminar on Stochastic Analysis, Random Fields and Applications III

Seminar on Stochastic Analysis, Random Fields and Applications III

Author: Robert C. Dalang

Publisher: Birkhäuser

Published: 2012-12-06

Total Pages: 310

ISBN-13: 3034882092

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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 Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.