Séminaire de Probabilités XXXVI

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Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor
Springer Science & Business Media, Nov 26, 2002 - Mathematics - 506 pages
The 36th Séminaire de Probabilités 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 Séminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
 

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Contents

COURS SPÉCIALISÉS ET EXPOSÉS THÉMATIQUES
7
Spectral gap inequality and L? ergodicity
28
Logarithmic Sobolev inequalities and hypercontractivity
34
Logarithmic Sobolev inequalities for spin systems
51
Logarithmic Sobolev inequalities and cellular automata
83
Logarithmic Sobolev inequalities for spin systems
89
Markov semigroup in infinite volume ergodic properties
100
Disordered systems uniform ergodicity
104
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
Filtration dune marche aléatoire stationnaire sur le cercle
335
Une martingale non pure dont la filtration
348
Calcul stochastique pour des mesures signées
366

L? ergodicity
114
Epilogue 2001
121
Bibliography
127
Matrices aléatoires statistique asymptotique
135
Random matrices noncolliding particle systems
165
EXPOSÉS
183
About projections of logarithmic Sobolev inequalities
201
On processes with conditional independent increments
383
Duality and quasicontinuity for supermartingales
402
Simple strategies in exponential utility maximization
415
Représentation nucléaire des martingales dAzéma
457
Approximating the Fock space with the toy Fock space
477
CORRECTIONS AUX VOLUMES ANTÉRIEURS
492
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