**Lectures on Integrable Probability**

by Alexei Borodin, Vadim Gorin

**Publisher**: arXiv 2012**Number of pages**: 63

**Description**:

These are lecture notes for a mini-course given at the St. Petersburg School in Probability and Statistical Physics in June 2012. Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.

Download or read it online for free here:

**Download link**

(1.2MB, PDF)

## Similar books

**Continuous Distributions**

by

**Leif Mejlbro**-

**BookBoon**

Contents: Some theoretical background; Exponential Distribution; The Normal Distribution; Central Limit Theorem; Maxwell distribution; Gamma distribution; Normal distribution and Gamma distribution; Convergence in distribution; 2 distribution; etc.

(

**5282**views)

**Probability, Random Processes, and Ergodic Properties**

by

**Robert M. Gray**-

**Springer**

A self-contained treatment of the theory of probability, random processes. It is intended to lay theoretical foundations for measure and integration theory, and to develop the long term time average behavior of measurements made on random processes.

(

**9337**views)

**Mathematical Foundations of Probability Theory**

by

**Gane Samb Lo**-

**arXiv.org**

The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and offers a basis towards Statistics Theory.

(

**1027**views)

**Stochastic Processes**

by

**David Nualart**-

**Universitat de Barcelona**

From the table of contents: Stochastic Processes (Probability Spaces and Random Variables, Definitions and Examples); Jump Processes (The Poisson Process, Superposition of Poisson Processes); Markov Chains; Martingales; Stochastic Calculus.

(

**6882**views)