Lectures on probability theory and statistics : École d'eté de probabilités de Saint-Flour XXVIII-1998

M. Emery, A. Nemirovski, D. Voiculescu ; editor Pierre Bernard

This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during 17th Aug. - 3rd Sept. 1998. The contents of the three courses are the following: - Continuous martingales on differential manifolds. - Topics in non-parametric statistics. - Free probability theory. The reader is expected to have a graduate level in probability theory and statistics. This book is of interest to PhD students in probability and statistics or operators theory as well as for researchers in all these fields. The series of lecture notes from the Saint-Flour Probability Summer School can be considered as an encyclopedia of probability theory and related fields.

「Nielsen BookData」より


  • Varietes, vecteurs, covecteurs, diffuseurs, codiffuseurs.- Semimartingales dans une variete et geometrie d'ordre 2.- Connexions et martingales.- Fonctions convexes et comportement des martingales.- Mouvements browniens et applications harmoniques.- Preface.- Estimating regression functions from Holder balls.- Estimating regression functions from Sobolev balls.- Spatial adaptive estimation on Sobolev balls.- Estimating signals satisfying differential inequalities.- Aggregation of estimates, I.- Aggregation of estimates, II.- Estimating functionals, I.- Estimating functionals, II.- Noncommutative probability and operator algebra background.- Addition of freely independent noncommutative random variables.- Multiplication of freely independent noncommutative random variables.- Generalized canonical form, noncrossing partitions.- Free independence with amalgamation.- Some basic free processes.- Random matrices in the large N limit.- Free entropy.

「Nielsen BookData」より


書名 Lectures on probability theory and statistics : École d'eté de probabilités de Saint-Flour XXVIII-1998
著作者等 Bernard, P.
Emery, Michel
Voiculescu, D. V.
École d'été de probabilités de Saint-Flour
Bernard Pierre
Emery M.
Nemirovski A.
Voiculescu Dan
Nemirovski Arkadi
シリーズ名 Lecture notes in mathematics
出版元 Springer
刊行年月 c2000
ページ数 xi, 349 p.
大きさ 24 cm
ISBN 3540677364
ISSN 00758434
NCID BA47296811
※クリックでCiNii Booksを表示
言語 フランス語
出版国 ドイツ