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

by Yuen-Kwok Chan - arXiv.org
The author provides a systematic, thorough treatment of the foundations of probability theory and stochastic processes along the lines of E. Bishop's constructive analysis. Every existence result presented shall be a construction ...
(5012 views)

by David Nualart - The University of Kansas
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.
(11699 views)

by Peter G. Doyle, J. Laurie Snell - 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.
(7238 views)

by William G. Faris - University of Arizona
From the table of contents: Combinatorics; Probability Axioms; Discrete Random Variables; The Bernoulli Process; Continuous Random Variables; The Poisson Process; The weak law of large numbers; The central limit theorem; Estimation.
(8791 views)