52th Probability Summer School
Saint-Flour (France), 1 - 13 July 2024
Cours publiés / Published lectures
The published lectures are available from Springer, see the Saint-Flour series.
Saint-Flour 2013
- Krzysztof Burdzy,
Brownian motion and its applications to mathematical analysis
LNM 2106. Springer Verlag.
Saint-Flour 2011
- Itai Benjamini,
Coarse geometry and randomness
LNM 2100. Springer Verlag.
Saint-Flour 2010
- Franco Flandoli,
Random perturbation of PDEs and fluid dynamic models
Lecture Notes in Math., Vol. 2015, Springer 2011. - Giambattista Giacomin,
Disorder and critical phenomena through basic probability models,
Lecture Notes in Math., Vol. 2025, Springer 2011.
Saint-Flour 2009
- Alison Etheridge,
Some mathematical models from population genetics,
Lecture Notes in Math., 2012, Springer, 2011. - Robert Adler,Jonathan Taylor,
Topological complexity of smooth random functions,
Lecture Notes in Math., Vol. 2019, Springer 2011.
Saint-Flour 2008
- Vladimir Koltchinskii,
Oracle inequalities in empirical risk minimization and sparse recovery problems
Lecture Notes in Math., Vol. 2033, Springer 2011. - Yves Le Jan,
Markov paths, loops and fields,
Lecture Notes in Math., Vol. 2026, Springer 2011.
Saint-Flour 2007
- Frank den Hollander,
Random polymers,
Lecture Notes in Math., 1974, Springer, 2009.
Saint-Flour 2006
- Maury Bramson,
Stability of queueing networks,
Lecture Notes in Math., 1950, Springer, 2008. - Alice Guionnet,
Large random matrices: Lectures on macroscopic asymptotics,
Lecture Notes in Math., 1957, Springer, 2009.
Saint-Flour 2005
- Ronald A. Doney,
Fluctuation theory for Lévy processes,
Lecture Notes in Math., 1897, Springer, 2007. - Steven N. Evans,
Probability and real trees,
Lecture Notes in Math., 1920, Springer, 2008. - Cédric Villani,
Optimal transport, old and new,
Grundlehren der mathematischen Wissenschaften, 338, Springer, 2009.
Saint-Flour 2004
- Raphaël Cerf,
The Wulff crystal in Ising and percolation models,
Lecture Notes in Math., 1878, Springer, 2006. - Gordon Slade,
The lace expansion and its applications,
Lecture Notes in Math., 1879, Springer, 2006. - Terry J. Lyons,
Michael J. Caruana and Thierry Lévy,
Differential equations driven by rough paths,
Lecture Notes in Math., 1908, Springer, 2007.
The lecturer in Saint-Flour for this course was T. Lyons.
Lectures on probability theory and statistics, Saint-Flour 2003,
Lecture Notes in Math., 1869, Springer, 2005.
- Amir Dembo, Favorite points, cover times and fractals (1-101)
- Tadahisa Funaki, Stochastic interface models (103-274)
- Pascal Massart,
Concentration inequalities and model selection,
Lecture Notes in Math., 1896, Springer, 2007.
Lectures on probability theory and statistics, Saint-Flour 2002,
Lecture Notes in Math., 1840, Springer, 2004.
- Boris Tsirelson, Scaling limit, noise, stability (1-106)
- Wendelin Werner, Random planar curves and Schramm-Loewner evolutions (107-195)
- Jim Pitman,
Combinatorial stochastic processes,
Lecture Notes in Math., 1875, Springer, 2006.
Lectures on probability theory and statistics, Saint-Flour 2001,
Lecture Notes in Math., 1837, Springer, 2004.
- Simon Tavaré, Ancestral inference in population genetics (1-188)
- Ofer Zeitouni, Random walks in random environment (189-312)
- Olivier Catoni,
Statistical learning theory and stochastic optimization,
Lecture Notes in Math., 1851, Springer, 2004.
Lectures on probability theory and statistics, Saint-Flour 2000,
Lecture Notes in Math., 1816, Springer, 2003.
- Sergio Albeverio, Theory of Dirichlet forms and applications (1-106)
- Walter Schachermayer, Introduction to the mathematics of financial markets (107-179)
- Michel Talagrand, Mean field models for spin glasses: a first course (181-285)
Lectures on probability theory and statistics, Saint-Flour 1999,
Lecture Notes in Math., 1781, Springer, 2002.
- Erwin Bolthausen, Large deviations and Interacting Random Walks. (7-124)
- Edwin Perkins, Dawson-Watanabe superprocesses and Measured-valued Diffusions (125-329)
- Aad van der Vaart, Semiparametric Statistics (331-457)
Lectures on probability theory and statistics, Saint-Flour 1998,
Lecture Notes in Math., 1738, Springer, 2000.
- Michel Emery, Martingales continues dans les variétés différentiables. (1-84)
- Arkadi Nemirovski, Topics in non-parametric statistics (85-277)
- Dan Voiculescu, Lectures on free probability theory (279-349)
Lectures on probability theory and statistics, Saint-Flour 1997,
Lecture Notes in Math., 1717, Springer, 1999.
- Jean Bertoin, Subordinators: examples and applications (1-91)
- Fabio Martinelli, Lectures on Glauber dynamics for discrete spin models (93-191)
- Yuval Peres, Probability on trees: an introductory climb (193-280)
Lectures on probability theory and statistics, Saint-Flour 1996,
Lecture Notes in Math., 1665, Springer, 1997.
- Evarist Giné, Decoupling and limit theorems for U-statistics and U-processes (1-35)
- Evarist Giné, Lectures on some aspects of the bootstrap (37-151)
- Geoffrey Grimmett, Percolation and disordered systems (153-300)
- Laurent Saloff-Coste, Lectures on finite Markov chains (301-413)
Lectures on probability theory and statistics, Saint-Flour 1995,
Lecture Notes in Math., 1690, Springer, 1998.
- Martin T. Barlow, Diffusions on fractals (1-121)
- David Nualart, Analysis on Wiener space and anticipating stochastic calculus (123-227)
Lectures on probability theory and statistics, Saint-Flour 1994,
Lecture Notes in Math., 1648, Springer, 1996.
- R. L. Dobrushin, Perturbation methods of the theory of Gibbsian fields (1-66)
- Piet Groeneboom, Lectures on inverse problems (67-164)
- Michel Ledoux, Isoperimetry and Gaussian analysis (165-294)
Lectures on probability theory, Saint-Flour 1993,
Lecture Notes in Math., 1608, Springer, Berlin,1995.
- Philippe Biane, Calcul stochastique non-commutatif (1-96)
- Rick Durrett, Ten lectures on particle systems (97-201)
Lectures on probability theory, Saint-Flour 1992,
Lecture Notes in Math., 1581, Springer, 1994.
- Dominique Bakry, L'hypercontractivité et son utilisation en théorie des semigroupes (1-114)
- Richard D. Gill, Lectures on survival analysis (115-241)
- S. Molchanov, Lectures on random media (242-411)
Ecole d'Eté de Probabilités de Saint-Flour XXI-1991,
Lecture Notes in Math., 1541, Springer, 1993.
- Donald A. Dawson, Measure-valued Markov processes (1-260)
- Bernard Maisonneuve, Processus de Markov: naissance, retournement, régénération (261-292)
- Joel Spencer, Nine lectures on random graphs (293-347)
Ecole d'Eté de Probabilités de Saint-Flour XX-1990,
Lecture Notes in Math., 1527, Springer, 1992.
- Mark I. Freidlin, Semi-linear PDEs and limit theorems for large deviations (1-109)
- Jean-Francois Le Gall, Some properties of planar Brownian motion (111-235)
Ecole d'Eté de Probabilités de Saint-Flour XIX-1989,
Lecture Notes in Math., 1464, Springer, 1991.
- Donald L. Burkholder, Explorations in martingale theory and its applications (1-66)
- Etienne Pardoux, Filtrage non linéaire et équations aux dérivées partielles stochastiques associées (67-163)
- Alain-Sol Sznitman, Topics in propagation of chaos (165-251).
Ecole d'Eté de Probabilités de Saint-FlourXVIII-1988,
Lecture Notes in Math., 1427, Springer, 1990.
- A. Ancona, Théorie du potentiel sur les graphes et les variétés (1-112)
- D. Geman, Random fields and inverse problems in imaging (113-193)
- N. Ikeda, Probabilistic methods in the study of asymptotics (195-325)
Ecole d'Eté de Probabilités de Saint-Flour XV-XVII, 1985-87,
Lecture Notes in Math., 1362, Springer, 1988.
- Srinivasa R. S. Varadhan, Large deviations and applications (1-49)
- Persi Diaconis, Applications of noncommutative Fourier analysis to probability problems (51-100)
- Hans Föllmer, Random fields and diffusion processes (101-203)
- George C. Papanicolaou, Waves in one-dimensional random media (205-275)
- David Elworthy, Geometric aspects of diffusions on manifolds (277-425)
- Edward Nelson, Stochastic mechanics and random fields (427-450)
Saint-Flour 1986.
- O. E. Barndorff-Nielsen,
Parametric statistical models and likelihood,
Lecture Notes in Statist., 50, Springer, 1988.
Ecole d'Eté de probabilités de Saint-Flour XIV-1984,
Lecture Notes in Math., 1180, Springer, 1986.
- René Carmona, Random Schrödinger operators (1-124)
- Harry Kesten, Aspects of first passage percolation (125-264)
- John B. Walsh, An introduction to stochastic partial differential equations (265-439)
Ecole d'Eté de probabilités de Saint-Flour XIII-1983,
Lecture Notes in Math., 1117, Springer, 1985.
- David J. Aldous, Exchangeability and related topics (1-198)
- I. A. Ibragimov, Théorèmes limites pour les marches aléatoires (199-297)
- Jean Jacod, Théorèmes limite pour les processus (298-409)
Ecole d'Eté de probabilités de Saint-Flour XII-1982,
Lecture Notes in Math., 1097, Springer, 1984.
- R. M. Dudley, A course on empirical processes (1-142)
- H. Kunita, Stochastic differential equations and stochastic flows of diffeomorphisms (143-303)
- F. Ledrappier, Quelques propriétés des exposants caractéristiques (305-396)
Ecole d'eté de probabilités de Saint-Flour XI-1981,
Lecture Notes in Math., 976, Lecture Notes in Math., 1007, Springer, 1983.
- X. Fernique, Régularité de fonctions aléatoires non gaussiennes (1-74)
- P. Warwick Millar, The minimax principle in asymptotic statistical theory (75-265)
- Daniel W. Stroock, Some applications of stochastic calculus to partial differential equations (267-382)
- M. Weber, Analyse infinitésimale de fonctions aléatoires (383-465)
Ecole d'Eté de Probabilités de Saint-Flour X-1980,
Lecture Notes in Math., 929, Springer, 1982.
- J.-M. Bismut, Mécanique aléatoire (1-100)
- Leonard Gross, Thermodynamics, statistical mechanics and random fields (101-204)
- K. Krickeberg, Processus ponctuels en statistique (205-313)
Ecole d'Eté de Probabilités de Saint-Flour IX-1979,
Lecture Notes in Math., 876, Springer, 1981.
- P. J. Bickel, Quelques aspects de la statistique robuste (1-72)
- N. El Karoui, Les aspects probabilistes du contrôle stochastique (73-238)
- M. Yor, Sur la théorie du filtrage (239-280)
Ecole d'Eté de Probabilités de Saint-Flour VIII-1978,
Lecture Notes in Math., 774, Springer, 1980.
- R. Azencott, Grandes déviations et applications (1-176)
- Y. Guivarc'h, Quelques propriétés asymptotiques des produits de matrices aléatoires (177-250)
- R. F. Gundy, Inégalités pour martingales à un et deux indices: l'espace Hp (251-334)
Ecole d'Eté de Probabilités de Saint-Flour VII-1977,
Lecture Notes in Math., 678, Springer, 1978.
- D. Dacunha-Castelle, Vitesse de convergence pour certains problèmes statistiques (1-172)
- H. Heyer, Semigroupes de convolution sur un groupe localement compact et applications a la théorie des probabilités (173-236)
- B. Roynette, Marches aléatoires sur les groupes de Lie (237-379)
Ecole d'Eté de Probabilités de Saint Flour VI-1976,
Lecture Notes in Math., 598, Springer, 1977.
- J. Hoffmann-Jorgensen, Probability in Banach space (1-186)
- T. M. Liggett, The stochastic evolution of infinite systems of interacting particles (187-248)
- J. Neveu, Processus ponctuels (249-445)
Ecole d'Eté de Probabilités de Saint-Flour V-1975,
Lecture Notes in Math., 539, Springer, 1976.
- A. Badrikian, Prolégomènes au calcul des probabilités dans les Banach (1-166)
- J. F. C. Kingman, Subadditive processes (167-223)
- J. Kuelbs, The law of the iterated logarithm and related strong convergence theorems for Banach space valued random variables (224-314)
Ecole d'Eté de Probabilités de Saint-Flour IV-1974,
Lecture Notes in Math., 480, Springer, 1975.
- X. Fernique, Régularité des trajectoires des fonctions aléatoires gaussiennes (1-96)
- J. P. Conze, Systemes topologiques et métriques en théorie ergodique (97-187)
- J. Gani, Processus stochastiques de population (notes rédigées par Mme. J. Badrikian) (189-293)
Ecole d'Eté de Probabilités de Saint-Flour III-1973,
Lecture Notes in Math., 390, Springer, 1974.
- P. A. Meyer, Transformation des processus de Markov (1-36)
- P. Priouret, Processus de diffusion et équations différentielles stochastiques (37-113)
- Frank L. Spitzer, Introduction aux processus de Markov a paramètre dans Zn (114-189)
École d'Eté de Probabilités: Processus Stochastiques, Saint-Flour 1971,
Lecture Notes in Mathematics, 307, Springer, 1973.
- J. L. Bretagnolle, Processus a accroissements indépendants (1-26)
- S. D. Chatterji, Les martingales et leurs applications analytiques (27-164)
- P. A. Meyer, Présentation des processus de Markov (165-198)