Title:
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SEMINAIRE DE PROBABILITES
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Volume: |
v. 36 |
By: |
J. Azema (Editor), Michel Emery (Editor), Michel Ledoux (Editor) |
Format: |
Paperback |
List price:
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£55.99 |
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ISBN 10: |
3540000720 |
ISBN 13: |
9783540000723 |
Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
Pub. date: |
26 November, 2002 |
Series: |
Lecture Notes in Mathematics / Seminaire de Probabilites v. 1801 |
Pages: |
516 |
Language: |
English & French |
Description: |
The 36th Seminaire de Probabilites contains an advanced course on logarithmic Sobolev inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. |
Synopsis: |
The 36th Seminaire de Probabilites contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Seminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance. |
Illustrations: |
biography |
Publication: |
Germany |
Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
Returns: |
Returnable |