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Lectures on Probability Theory and Statistics

Lectures on Probability Theory and Statistics : Ecole d'Ete de Probabilites de Saint-Flour XXXI - 2001.

・ISBN 978-3-540-20832-7 soft EUR 49.99

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お気に入り
著者・編者Tavaré, Simon / Zeitouni, O.,
シリーズLecture Notes in Mathematics
出版社(Springer, GW)
出版年月2004
ページ数vii, 315 pp.
言語ENG
ニュース番号<509-217>

解説

This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). Simon Tavare's lectures serve as an introduction to the coalescent, and to inference for ancestral processes in population genetics. The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. Ofer Zeitouni's course on "Random Walks in Random Environment" presents systematically the tools that have been introduced to study the model. A fairly complete description of available results in dimension 1 is given. For higher dimension, the basic techniques and a discussion of some of the available results are provided. The contribution also includes an updated annotated bibliography and suggestions for further reading. Olivier Catoni's course appears separately.