Lectures on Integrable Probability
by Alexei Borodin, Vadim Gorin
Publisher: arXiv 2012
Number of pages: 63
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.
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by John Venn - Macmillan And Company
No mathematical background is necessary for this classic of probability theory. It remains unsurpassed in its clarity, readability, and charm. It commences with physical foundations, examines logical superstructure, and explores various applications.
by S.R.S. Varadhan - New York University
Topics: Brownian Motion; Diffusion Processes; Weak convergence and Compactness; Stochastic Integrals and Ito's formula; Markov Processes, Kolmogorov's equations; Stochastic Differential Equations; Existence and Uniqueness; Girsanov Formula; etc.
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These notes are based on a first year graduate course on Probability and Limit theorems given at Courant Institute of Mathematical Sciences. The text covers discrete time processes. A small amount of measure theory is included.
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