**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

**Recent Progress on the Random Conductance Model**

by

**Marek Biskup**-

**arXiv**

Recent progress on understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the environment.

(

**6074**views)

**Extracting Information from Random Data**

by

**Pawel J. Szablowski**-

**arXiv**

We formulate conditions for convergence of Laws of Large Numbers and show its links with of parts mathematical analysis such as summation theory, convergence of orthogonal series. We present also various applications of Law of Large Numbers.

(

**2378**views)

**Chance and Luck**

by

**Richard A. Proctor**-

**Longmans, Green, and Co.**

This book contains a discussion of the laws of luck, coincidences, wagers, lotteries and the fallacies of gambling, notes on poker and martingales, explaining in detail the law of probability, the types of gambling, classification of gamblers, etc.

(

**9880**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.

(

**10372**views)