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Séminaire de Probabilités XXXVI by Jacques Azéma, Michel Émery, Michel LeDoux

Séminaire de Probabilités XXXVI

by Jacques Azéma , Michel Émery , Michel LeDoux
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Book cover type: Paperback
  • ISBN13: 9783540000723
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 506
  • Original Price: GBP 44.99
  • Language: English
  • Edition: 2003
  • Item Weight: 717 grams
  • BISAC Subject(s): Probability & Statistics / General

The 36th Séminaire de Probabilités 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 Séminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.

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