Lectures on Probability Theory and Statistics: Ecole d’Eté de Probabilités de Saint-Flour XXXII - 2002

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This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Boris Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Two examples are examined (noise made by a Poisson snake, the Brownian web). A new framework for the scaling limit is proposed, as well as old and new results about noises, stability, and spectral measures. Wendelin Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees.

Author(s): Boris Tsirelson, Wendelin Werner (auth.), Jean Picard (eds.)
Series: Lecture Notes in Mathematics 1840
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 2004

Language: English
Pages: 200
Tags: Probability Theory and Stochastic Processes; Statistical Physics

Part I: Scaling Limit, Noise, Stability....Pages 1-106
Part II: Random Planar Curves and Schramm-Loewner Evolutions....Pages 107-195