Combinatorial Stochastic Processes :
Pitman, Jim.
Combinatorial Stochastic Processes : Ecole d’Eté de Probabilités de Saint-Flour XXXII – 2002 / by Jim Pitman ; edited by Jean Picard. - Ix, 256 páginas Also available online. recurso en línea. - Lecture Notes in Mathematics, Ecole d’Eté de Probabilités de Saint-Flour, 1875 0075-8434 ; .
Springer eBooks
Preliminaries -- Bell polynomials, composite structures and Gibbs partitions -- Exchangeable random partitions -- Sequential constructions of random partitions -- Poisson constructions of random partitions -- Coagulation and fragmentation processes -- Random walks and random forests -- The Brownian forest -- Brownian local times, branching and Bessel processes -- Brownian bridge asymptotics for random mappings -- Random forests and the additive coalescent.
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes, in particular the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes. The course is a summary and review of the author's research over the last ten years, much of it joint work with coauthors David Aldous, Jean Bertoin, Steven Evans, and Marc Yor.
9783540342663
10.1007/b11601500 doi
QA273.A1-274.9
Combinatorial Stochastic Processes : Ecole d’Eté de Probabilités de Saint-Flour XXXII – 2002 / by Jim Pitman ; edited by Jean Picard. - Ix, 256 páginas Also available online. recurso en línea. - Lecture Notes in Mathematics, Ecole d’Eté de Probabilités de Saint-Flour, 1875 0075-8434 ; .
Springer eBooks
Preliminaries -- Bell polynomials, composite structures and Gibbs partitions -- Exchangeable random partitions -- Sequential constructions of random partitions -- Poisson constructions of random partitions -- Coagulation and fragmentation processes -- Random walks and random forests -- The Brownian forest -- Brownian local times, branching and Bessel processes -- Brownian bridge asymptotics for random mappings -- Random forests and the additive coalescent.
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes, in particular the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes. The course is a summary and review of the author's research over the last ten years, much of it joint work with coauthors David Aldous, Jean Bertoin, Steven Evans, and Marc Yor.
9783540342663
10.1007/b11601500 doi
QA273.A1-274.9