corso estivo (teoria generale dei processi stocastici)

["Giacomo Aletti" <giacomo.aletti@unimi.it>]

A  Course on

Spatial Stochastic Processes
is planned by  CIME (International Mathematical  Summer Center) in
Martina Franca (Taranto)  during  July 1-8, 2001.

Course director:
Prof. ELY MERZBACH   merzbach@macs.biu.ac.il


ABSTRACT

The theory of stochastic processes indexed by a partially ordered set has
been the subject of much research over the past twenty years. The objective
of this summer school is to bring to a large audience of young probabilists
the general theory of spatial processes, including the theory of set-indexed
martingales and to present the different branches of applications of this
theory: Stochastic geometry, spatial statistics, empirical processes,
spatial estimators and survival analysis. This theory has a broad variety of
applications in environmental sciences, social sciences, structure of
material and image analysis.


Lectures:

Prof. Tom Mountford
University of California, Los Angeles Mixing results for Critical Nearest
Particle Systems via Spectral Gap Estimates. (5 lectures)
malloy@math.ucla.edu


Prof. Robert Dalang
Ecole Polytechnique Federal de Lausanne Level sets and excursions of the
Brownian sheet. (5 lectures)
dalang@masg1.cpfl.ch


Prof. Gail Ivanoff
University of Ottawa (Canada) Weak convergence of set-indexed martingales.
(5 lectures)
givanoff@uottawa.ca


Prof. Ely Merzbach
Bar-Ilan University Set-indexed martingales and point processes. (5
lectures)
merzbach@macs.biu.ac.il


Prof. Vincenzo Capasso
Università di Milano Stochastic Geometry of spatially structured birth and
growth processes; Applications to polymers crystallization processes.
(5 lectures)
Vincenzo.Capasso@mat.unimi.it


Prof. Marco Dozzi
Universitè de Nancy Local time and sample path properties of n-parameter
processes. (5 lectures)
Marco.Dozzi@antares.iecn.u-nancy.fr



SEMINARS

A number of seminars will be offered during the Course.




LECTURE NOTES

will be available as draft at the Course and will appear soon after in the
CIME subSeries of the Springer-Verlag Lecture Notes in Mathematics.



APPLICATIONS

Those who want to attend should fill the application form at
http://www.math.unifi.it/~cime/Apply/Cime_Apply_2001_2.html
Web-page http://www.math.unifi.it/~cime