Seminaire de probabilites XXXIII

J. Azema, M. Emery, M. Ledoux, M. Yor9783540663423, 3-540-66342-8

Besides topics traditionally found in the Sminaire de Probabilits (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare transitions, by O. Catoni; and Concentration of measure and logarithmic Sobolev inequalities, by M. Ledoux. These up to date courses present the state of the art in three matters of interest to students in theoretical or applied Probability Theory, and to researchers as well.

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Table of contents :
1709-front-matter……Page 1
1709-1-68……Page 8
1709-69-119……Page 76
1709-120-216……Page 127
1709-217-220……Page 224
1709-221-239……Page 228
1709-240-256……Page 247
1709-257-266……Page 264
1709-267-276……Page 274
1709-277-290……Page 284
1709-291-303……Page 298
1709-304-314……Page 311
1709-315-326……Page 322
1709-327-333……Page 334
1709-334-338……Page 341
1709-339-341……Page 346
1709-342-348……Page 349
1709-349-354……Page 356
1709-355-370……Page 362
1709-371-387……Page 378
1709-388-394……Page 395
1709-395-396……Page 402
1709-397-404……Page 404
1709-405-409……Page 412
1709-410-414……Page 417
1709-415-416……Page 422
1709-417-418……Page 424