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Lectures on probabililty theory and statistics : Ecole d'Eté de de Probabilités de Saint-Flour XXVIII - 1998

Author: Michel Emery; Arkadiĭ Semenovich Nemirovskiĭ; Dan Voiculescu; P Bernard
Publisher: Berlin ; London : Springer, ©2000.
Series: Lecture notes in mathematics, 1738.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Database:WorldCat
Summary:

MSC 2000: 46L10, 46L53

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Genre/Form: Conference papers and proceedings
Congresses
Material Type: Conference publication
Document Type: Book
All Authors / Contributors: Michel Emery; Arkadiĭ Semenovich Nemirovskiĭ; Dan Voiculescu; P Bernard
ISBN: 3540677364 9783540677369
OCLC Number: 44604155
Language Note: Text in English and French.
Description: xi, 349 pages : illustrations ; 24 cm.
Contents: Varietes, vecteurs, covecteurs, diffuseurs, codiffuseurs.- Semimartingales dans une variete et geometrie d'ordre 2.- Connexions et martingales.- Fonctions convexes et comportement des martingales.- Mouvements browniens et applications harmoniques.- Preface.- Estimating regression functions from Holder balls.- Estimating regression functions from Sobolev balls.- Spatial adaptive estimation on Sobolev balls.- Estimating signals satisfying differential inequalities.- Aggregation of estimates, I.- Aggregation of estimates, II.- Estimating functionals, I.- Estimating functionals, II.- Noncommutative probability and operator algebra background.- Addition of freely independent noncommutative random variables.- Multiplication of freely independent noncommutative random variables.- Generalized canonical form, noncrossing partitions.- Free independence with amalgamation.- Some basic free processes.- Random matrices in the large N limit.- Free entropy.
Series Title: Lecture notes in mathematics, 1738.
Responsibility: M. Emery, A. Nemirovski, D. Voiculescu ; editor Pierre Bernard.

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