Picard / Pitman / Berkeley Combinatorial Stochastic Processes

Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002
2006
ISBN: 978-3-540-34266-3
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 1875, 257 Seiten, eBook

Reihe: Lecture Notes in Mathematics

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. There is particular focus on 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.

Zielgruppe

Research

Autoren/Hrsg.

Pitman, Jim

Berkeley,

CA,

USA,

Picard, Jean

Inhaltsverzeichnis

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.

Über Autor(innen)

Jim Pitman is a Professor of Mathematics and Statistics at the University of California, Berkeley, where he has been employed since 1978.  He attended the Australian National University and The University of Sheffield.