Séminaire de Probabilités XXXVI

Front Cover
Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor
Springer, Oct 21, 2004 - Mathematics - 506 pages
The 36th Siminaire de Probabilitis contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Siminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
 

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Contents

Logarithmic Sobolev Inequalities
7
COURS SPÉCIALISÉS ET EXPOSÉS THÉMATIQUES
28
Logarithmic Sobolev inequalities and hypercontractivity
34
Logarithmic Sobolev inequalities for spin systems
51
Lº ergodicity
52
Logarithmic Sobolev inequalities and cellular automata
83
Logarithmic Sobolev inequalities for spin systems
89
Matrices aléatoires statistique asymptotique
135
EXPOSÉS
183
Sur linegalité de Sobolev logarithmique des opérateurs
222
Penalization of the Wiener measure
251
Théorème de RayKnight dans un arbre Une approche
270
Stochastic differential equations driven by symmetric stable
302
A Gaussian sheet connected to symmetric Markov
331
Epilogue 2001
491
Copyright

Random matrices noncolliding particle systems
165

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