Author | Emery, Michel. author |
---|---|
Title | Lectures on Probability Theory and Statistics [electronic resource] : Ecole d'Etรฉ de Probabilitรฉs de Saint-Flour XXVIII - 1998 / by Michel Emery, Arkadi Nemirovski, Dan Voiculescu ; edited by Pierre Bernard |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 2000 |
Connect to | http://dx.doi.org/10.1007/BFb0106703 |
Descript | XIII, 349 p. online resource |
Variรฉtรฉs, vecteurs, covecteurs, diffuseurs, codiffuseurs -- Semimartingales dans une variรฉtรฉ et gรฉomรฉtrie d'ordre 2 -- Connexions et martingales -- Fonctions convexes et comportement des martingales -- Mouvements browniens et applications harmoniques -- Preface -- Estimating regression functions from Hรถlder balls -- Estimating regression functions from Sobolev balls -- Spatial adaptive estimation on Sobolev balls -- Estimating signals satisfying differential inequalities -- Aggregation of estimates, I -- Aggregation of estimates, II -- Estimating functionals, I -- Estimating functionals, II -- Noncommutative probability and operator algebra background -- Addition of freely independent noncommutative random variables -- Multiplication of freely independent noncommutative random variables -- Generalized canonical form, noncrossing partitions -- Free independence with amalgamation -- Some basic free processes -- Random matrices in the large N limit -- Free entropy