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# Ecole d'Eté de probabilités Saint-Flour, France) : 2005, July 6-23

Overview

Works: | 2 works in 2 publications in 1 language and 0 library holdings |
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Genres: | Conference proceedings |

Classifications: | QA166.2, 519.23 |

Publication Timeline

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Most widely held works by
Ecole d'Eté de probabilités

Probability and real trees École d'Été de Probabilités de Saint-Flour XXXV-2005 by
Steven N Evans(
Book
)

1 edition published in 2008 in English and held by 0 WorldCat member libraries worldwide

"Random trees and tree-valued stochastic processes are of particular importance in combinatorics, computer science, phylogenetics, and mathematical population genetics. Using the framework of abstract "tree-like" metric spaces (so-called real trees) and ideas from metric geometry such as the Gromov-Hausdorff distance, Evans and his collaborators have recently pioneered an approach to studying the asymptotic behaviour of such objects when the number of vertices goes to infinity. These notes survey the relevant mathematical background and present some selected applications of the theory."--Jacket

1 edition published in 2008 in English and held by 0 WorldCat member libraries worldwide

"Random trees and tree-valued stochastic processes are of particular importance in combinatorics, computer science, phylogenetics, and mathematical population genetics. Using the framework of abstract "tree-like" metric spaces (so-called real trees) and ideas from metric geometry such as the Gromov-Hausdorff distance, Evans and his collaborators have recently pioneered an approach to studying the asymptotic behaviour of such objects when the number of vertices goes to infinity. These notes survey the relevant mathematical background and present some selected applications of the theory."--Jacket

Fluctuation theory for Levy processes Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 by
Ronald A Doney(
Book
)

1 edition published in 2007 in English and held by 0 WorldCat member libraries worldwide

L??vy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul L??vy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some r

1 edition published in 2007 in English and held by 0 WorldCat member libraries worldwide

L??vy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul L??vy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some r

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Associated Subjects

Combinatorial analysis Dirichlet forms Distribution (Probability theory) Evolutionary genetics--Mathematical models Geometry Hausdorff measures Lévy processes Markov processes Mathematical statistics Mathematics Metric spaces Percolation (Statistical physics) Probabilities Scaling laws (Statistical physics) Stochastic processes Trees (Graph theory)