This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo's course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funaki's course reviews recent developments of the mathematical theory on stochastic...
This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo's...
Levy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, and of course finance, where they include particularly important examples having "heavy tails." Their sample path behaviour poses a variety of challenging and fascinating problems, which are addressed in detail.
Levy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been ...
Three series of lectures were given at the 34th Probability Summer School in Saint-Flour (July 6 24, 2004), by the Professors Cerf, Lyons and Slade. We have decided to publish these courses separately. This volume contains the course of Professor Slade. We cordially thank the author for his performance at the summer school, and for the redaction of these notes. 69 participants have attended this school. 35 of them have given a short lecture. The lists of participants and of short lectures are enclosed at the end of the volume. The Saint-Flour Probability Summer School was founded in 1971....
Three series of lectures were given at the 34th Probability Summer School in Saint-Flour (July 6 24, 2004), by the Professors Cerf, Lyons and Slade. W...
Three series of lectures were given at the 34th Probability Summer School in Saint-Flour (July 6 24, 2004), by the Professors Cerf, Lyons and Slade. We have decided to publish these courses separately. This volume contains the course of Professor Cerf. We cordially thank the author for his performance at the summer school, and for the redaction of these notes. 69 participants have attended this school. 35 of them have given a short lecture. The lists of participants and of short lectures are enclosed at the end of the volume. The Saint-Flour Probability Summer School was founded in 1971. Here...
Three series of lectures were given at the 34th Probability Summer School in Saint-Flour (July 6 24, 2004), by the Professors Cerf, Lyons and Slade. W...
