Logo

Lectures on Integrable Probability

Small book cover: Lectures on Integrable Probability

Lectures on Integrable Probability
by

Publisher: arXiv
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.

Home page url

Download or read it online for free here:
Download link
(1.2MB, PDF)

Similar books

Book cover: ProbabilityProbability
by - Trinity College
This material was made available for the course Probability of the Mathematical Tripos. Contents: Basic Concepts; Axiomatic Probability; Discrete Random Variables; Continuous Random Variables; Inequalities, Limit Theorems and Geometric Probability.
(5390 views)
Book cover: Exposition of the Theory of Chances and ProbabilitiesExposition of the Theory of Chances and Probabilities
by - arXiv.org
I aim to make accessible the rules of the calculus of probability to those, unacquainted with the higher chapters of mathematics. The reading of my book will not require any other knowledge except elementary algebra, or even algebraic notation.
(2975 views)
Book cover: Probability: Theory and ExamplesProbability: Theory and Examples
by - Cambridge University Press
An introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It concentrates on the results that are the most useful for applications.
(12507 views)
Book cover: Radically Elementary Probability TheoryRadically Elementary Probability Theory
by - Princeton University Press
In this book Nelson develops a new approach to probability theory that is just as powerful as but much simpler than conventional Kolmogorov-style probability theory used throughout mathematics for most of the 20th century.
(16010 views)