Probability Theory and Applications

Probability Theory and Applications
ISBN-10
0821805908
ISBN-13
9780821805909
Series
Probability Theory and Applications
Category
Probabilities
Pages
386
Language
English
Published
1999
Publisher
American Mathematical Soc.
Authors
S. R. S. Varadhan, Elton P. Hsu

Description

This volume, with contributions by leading experts in the field, is a collection of lecture notes of the six minicourses given at the IAS/Park City Summer Mathematics Institute. It introduces advanced graduates and researchers in probability theory to several of the currently active research areas in the field. Each course is self-contained with references and contains basic materials and recent results. Topics include interacting particle systems, percolation theory, analysis on path and loop spaces, and mathematical finance. The volume gives a balanced overview of the current status of probability theory. An extensive bibliography for further study and research is included. This unique collection presents several important areas of current research and a valuable survey reflecting the diversity of the field.

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