16th February 2004 — Pitmann Lecture notes

Zoubin and Ed are going to start discussions around the Pitmann lecture notes on stochastic processes.

Combinatorial Stochastic Processes. Lecture Notes for St. Flour Summer School, July 2002. Version of August 30, 2002. Corrections to version of July 1, 2002.

These are lecture notes for a complete course (described below). Today we'll try and cover only chapters zero and one as there is a lot of material. Hopefully we will cover the later chapters another week.

"The purpose of this course is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes, in particular 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 Browian motion and Poisson processes. The material in this course was drawn largely from my own research over the last ten years, much of it joint work with coauthors David Aldous, Steven Evans, and Marc Yor."