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: A Treatise on ProbabilityA Treatise on Probability
by - Macmillan and co
From the table of contents: Fundamental ideas - The Meaning of Probability, The Measurement of Probabilities; Fundamental theorems; Induction and analogy; Some philosophical applications of probability; The foundations of statistical inference, etc.
(11181 views)
Book cover: Continuous DistributionsContinuous Distributions
by - 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.
(7735 views)
Book cover: Lecture Notes on Free ProbabilityLecture Notes on Free Probability
by - arXiv
Contents: Non-commutative Probability Spaces; Distributions; Freeness; Asymptotic Freeness of Random Matrices; Asymptotic Freeness of Haar Unitary Matrices; Free Products of Probability Spaces; Law of Addition; Limit Theorems; Multivariate CLT; etc.
(6383 views)
Book cover: Random Walks and Electric NetworksRandom Walks and Electric Networks
by - Dartmouth College
In this work we will look at the interplay of physics and mathematics in terms of an example where the mathematics involved is at the college level. The example is the relation between elementary electric network theory and random walks.
(5480 views)