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This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop held at the Technical University of Berlin, 15–19 August, 2016. This volume contains ten research articles authored by several of Varadhan's former PhD students or close collaborators. The topics of the contributions are more or less closely linked with some of Varadhan's deepest interests over the decades: large deviations, Markov processes, interacting particle systems, motions in random media and homogenization, reaction-diffusion equations, and directed last-passage percolation. The articles present original research on some of the most discussed current questions at the boundary between analysis and probability, with an impact on understanding phenomena in physics. This collection will be of great value to researchers with an interest in models of probability-based statistical mechanics.
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Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.
This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Études Scientifiques de Cargèse (IESC) in Corsica, France. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, and random graphs. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.
Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honour of Charles Stein in Singapore, August 1983, contains contributions from many of the mathematicians at the forefront of this effort. It provides a cross-section of the work currently being undertaken, with many pointers to future directions. The papers in the collection include applications to the study of random binary search trees, Brownian motion on manifolds, Monte-Carlo integration, Edgeworth expansions, regenerative phenomena, the geometry of random point sets, and random matrices.
This is a collection of papers by participants at High Dimensional Probability VI Meeting held from October 9-14, 2011 at the Banff International Research Station in Banff, Alberta, Canada. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other areas of mathematics, statistics, and computer science. These include random matrix theory, nonparametric statistics, empirical process theory, statistical learning theory, concentration of measure phenomena, strong and weak approximations, distribution function estimation in high dimensions, combinatorial optimization, and random graph theory. The papers in this volume show that HDP theory continues to develop new tools, methods, techniques and perspectives to analyze the random phenomena. Both researchers and advanced students will find this book of great use for learning about new avenues of research.
This book constitutes the proceedings of the 14th International Conference on Quantitative Evaluation Systems, QEST 2017, held in Berlin, Germany, in September 2017.The 20 full papers and 4 tool papers presented were carefully reviewed and selected From 58 submissions. The papers are organized in topical sections entitled: probabilistic modeling; smart energy systems over the cloud; Petri nets and performance modeling; parametric verification; machine learning and formal methods; tools.
The Fourth Conference on Infinite Dimensional Harmonic Analysis brought together experts in harmonic analysis, operator algebras and probability theory. Most of the articles deal with the limit behavior of systems with many degrees of freedom in the presence of symmetry constraints. This volume gives new directions in research bringing together probability theory and representation theory.