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AuthorDiaconis, Persi. author
Titleร{137}cole d'ร{137}tรฉ de Probabilitรฉs de Saint-Flour XV-XVII, 1985-87 [electronic resource] / by Persi Diaconis, David Elworthy, Hans Fรถllmer, Edward Nelson, George Papanicolaou, Srinivasa R. S. Varadhan ; edited by Paul-Louis Hennequin
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1988
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Descript VIII, 464 p. online resource


This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987


Large deviations and applications -- Applications of non-commutative fourier analysis to probability problems -- Random fields and diffusion processes -- Waves in one-dimensional random media -- Remarks on the point interaction approximation -- Geometric aspects of diffusions on manifolds -- Stochastic mechanics and random fields

Mathematics Probabilities Mathematics Probability Theory and Stochastic Processes


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