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Combinatorial Stochastic Processes

Ecole d'Eté de Probabilités de Saint-Flour XXXII - 2002

Paperback Engels 2006 2006e druk 9783540309901
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Samenvatting

The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

Specificaties

ISBN13:9783540309901
Taal:Engels
Bindwijze:paperback
Aantal pagina's:260
Uitgever:Springer Berlin Heidelberg
Druk:2006

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Inhoudsopgave

Preliminaries.- Bell polynomials, composite structures and Gibbs partitions.- Exchangeable random partitions.- Sequential constructions of random partitions.- Poisson constructions of random partitions.- Coagulation and fragmentation processes.- Random walks and random forests.- The Brownian forest.- Brownian local times, branching and Bessel processes.- Brownian bridge asymptotics for random mappings.- Random forests and the additive coalescent.

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        Combinatorial Stochastic Processes