Diaconis, Persi.
École d'Été de Probabilités de Saint-Flour XV–XVII, 1985–87 [electronic resource] / by Persi Diaconis, David Elworthy, Hans Föllmer, Edward Nelson, George Papanicolaou, Srinivasa R. S. Varadhan ; edited by Paul-Louis Hennequin. - Berlin, Heidelberg : Springer Berlin Heidelberg, 1988. - VIII, 464 p. online resource. - Lecture Notes in Mathematics, 1362 0075-8434 ; . - Lecture Notes in Mathematics, 1362 .
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.
This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.
9783540460428
10.1007/BFb0086177 doi
Mathematics.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2
École d'Été de Probabilités de Saint-Flour XV–XVII, 1985–87 [electronic resource] / by Persi Diaconis, David Elworthy, Hans Föllmer, Edward Nelson, George Papanicolaou, Srinivasa R. S. Varadhan ; edited by Paul-Louis Hennequin. - Berlin, Heidelberg : Springer Berlin Heidelberg, 1988. - VIII, 464 p. online resource. - Lecture Notes in Mathematics, 1362 0075-8434 ; . - Lecture Notes in Mathematics, 1362 .
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.
This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.
9783540460428
10.1007/BFb0086177 doi
Mathematics.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2