Scaling limit, noise, stability

Summer school for probability

Saint-Flour, July 2002

Lecture notes

  1. A first look.
    Postscript or PDF.
  2. Abstract nonsense of scaling limit.
    Postscript or PDF.
  3. Scaling limit and independence.
    Postscript or PDF.
  4. Example: Warren's "noise made by a Poisson snake".
    Postscript or PDF.
  5. Stability.
    Postscript or PDF.
  6. Generalizing Wiener chaos.
    Postscript or PDF.
  7. Example: the Brownian web as a black noise.
    Postscript or PDF.
  8. Miscellany.
    Postscript or PDF.