Séminaire de probabilités XXXVI /
The 36th Sminaire de Probabilits 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 oth...
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| Format: | Conference Proceeding Book |
| Language: | English French |
| Published: |
Berlin ; New York :
Springer,
©2003
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| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1801 |
| Subjects: |
| Summary: | The 36th Sminaire de Probabilits 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 Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance |
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| Physical Description: | 1 online resource (497 pages) |
| Bibliography: | Includes bibliographical references |
| ISBN: | 3540361073 9783540361077 |
| ISSN: | 0075-8434 ; |