Author: Gregory F. Lawler

A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful concepts for this purpose is that of the r …

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A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of …

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to …

Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent develop …

Theoretical physicists have predicted that the scaling limits of many two-dimensional lattice models in statistical physics are in some sense conformally invariant. Such a belief has allowed them to …

The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many signifi …

Based on lectures and computer labs held at the IAS/Park City Mathematics Institute, this book presents areas of current research in modern probability that are accessible to undergraduate students. …

The title "Random Explorations" has two meanings. First, a few topics of advanced probability are deeply explored. Second, there is a recurring theme of analyzing a random object by explori …