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: Random Graphs and Complex NetworksRandom Graphs and Complex Networks
by - Eindhoven University of Technology
These lecture notes are intended to be used for master courses, where the students have a limited prior knowledge of special topics in probability. We have included many of the preliminaries, such as convergence of random variables, etc.
(12650 views)
Book cover: Radically Elementary Probability TheoryRadically Elementary Probability Theory
by - Princeton University Press
In this book Nelson develops a new approach to probability theory that is just as powerful as but much simpler than conventional Kolmogorov-style probability theory used throughout mathematics for most of the 20th century.
(19632 views)
Book cover: Probability on Trees and NetworksProbability on Trees and Networks
by - Cambridge University Press
This book is concerned with certain aspects of discrete probability on infinite graphs that are currently in vigorous development. Of course, finite graphs are analyzed as well, but usually with the aim of understanding infinite graphs and networks.
(8639 views)
Book cover: Introduction to ProbabilityIntroduction to Probability
by - University of Utah
This is a first course in undergraduate probability. It covers standard material such as combinatorial problems, random variables, distributions, independence, conditional probability, expected value and moments, law of large numbers, etc.
(15073 views)