Branching Random Walks

Branching Random Walks PDF Author: Zhan Shi
Publisher: Springer
ISBN: 3319253727
Category : Mathematics
Languages : en
Pages : 143

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Book Description
Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random walks, and in particular, on extreme positions in each generation, as well as the evolution of these positions over time. Starting with the simple case of Galton-Watson trees, the text primarily concentrates on exploiting, in various contexts, the spinal structure of branching random walks. The notes end with some applications to biased random walks on trees.

Branching Random Walks

Branching Random Walks PDF Author: Zhan Shi
Publisher: Springer
ISBN: 3319253727
Category : Mathematics
Languages : en
Pages : 143

Get Book Here

Book Description
Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random walks, and in particular, on extreme positions in each generation, as well as the evolution of these positions over time. Starting with the simple case of Galton-Watson trees, the text primarily concentrates on exploiting, in various contexts, the spinal structure of branching random walks. The notes end with some applications to biased random walks on trees.

Intersections of Random Walks

Intersections of Random Walks PDF Author: Gregory F. Lawler
Publisher: Springer Science & Business Media
ISBN: 1461459729
Category : Mathematics
Languages : en
Pages : 226

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Book Description
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 random walk which has applications in many areas, particularly in statistical physics and statistical chemistry. Originally published in 1991, Intersections of Random Walks focuses on and explores a number of problems dealing primarily with the nonintersection of random walks and the self-avoiding walk. Many of these problems arise in studying statistical physics and other critical phenomena. Topics include: discrete harmonic measure, including an introduction to diffusion limited aggregation (DLA); the probability that independent random walks do not intersect; and properties of walks without self-intersections. The present softcover reprint includes corrections and addenda from the 1996 printing, and makes this classic monograph available to a wider audience. With a self-contained introduction to the properties of simple random walks, and an emphasis on rigorous results, the book will be useful to researchers in probability and statistical physics and to graduate students interested in basic properties of random walks.

Random Walks Of Infinitely Many Particles

Random Walks Of Infinitely Many Particles PDF Author: Pal Revesz
Publisher: World Scientific
ISBN: 9814501956
Category : Mathematics
Languages : en
Pages : 208

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Book Description
The author's previous book, Random Walk in Random and Non-Random Environments, was devoted to the investigation of the Brownian motion of a simple particle. The present book studies the independent motions of infinitely many particles in the d-dimensional Euclidean space Rd. In Part I the particles at time t = 0 are distributed in Rd according to the law of a given random field and they execute independent random walks. Part II is devoted to branching random walks, i.e. to the case where the particles execute random motions and birth and death processes independently. Finally, in Part III, functional laws of iterated logarithms are proved for the cases of independent motions and branching processes.

Probability on Trees and Networks

Probability on Trees and Networks PDF Author: Russell Lyons
Publisher: Cambridge University Press
ISBN: 1316785335
Category : Mathematics
Languages : en
Pages : 1023

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Book Description
Starting around the late 1950s, several research communities began relating the geometry of graphs to stochastic processes on these graphs. This book, twenty years in the making, ties together research in the field, encompassing work on percolation, isoperimetric inequalities, eigenvalues, transition probabilities, and random walks. Written by two leading researchers, the text emphasizes intuition, while giving complete proofs and more than 850 exercises. Many recent developments, in which the authors have played a leading role, are discussed, including percolation on trees and Cayley graphs, uniform spanning forests, the mass-transport technique, and connections on random walks on graphs to embedding in Hilbert space. This state-of-the-art account of probability on networks will be indispensable for graduate students and researchers alike.

Combinatorial Stochastic Processes

Combinatorial Stochastic Processes PDF Author: Jim Pitman
Publisher: Springer Science & Business Media
ISBN: 354030990X
Category : Mathematics
Languages : en
Pages : 257

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Book Description
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on 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 Brownian motion and Poisson processes.

Analytical and Computational Methods in Probability Theory

Analytical and Computational Methods in Probability Theory PDF Author: Vladimir V. Rykov
Publisher: Springer
ISBN: 3319715046
Category : Computers
Languages : en
Pages : 551

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Book Description
This book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Applications, ACMPT 2017, held in Moscow, Russia, in October 2017. The 42 full papers presented were carefully reviewed and selected from 173 submissions. The conference program consisted of four main themes associated with significant contributions made by A.D.Soloviev. These are: Analytical methods in probability theory, Computational methods in probability theory, Asymptotical methods in probability theory, the history of mathematics.

asymptotic analysis of random walks

asymptotic analysis of random walks PDF Author: Aleksandr Alekseevich Borovkov
Publisher: Cambridge University Press
ISBN:
Category : Asymptotic expansions
Languages : en
Pages : 655

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Book Description
A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.

Random Walk, Brownian Motion, and Martingales

Random Walk, Brownian Motion, and Martingales PDF Author: Rabi Bhattacharya
Publisher: Springer Nature
ISBN: 303078939X
Category : Mathematics
Languages : en
Pages : 396

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Book Description
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study. Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov–Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theory throughout. Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed.

Random Walk: A Modern Introduction

Random Walk: A Modern Introduction PDF Author: Gregory F. Lawler
Publisher: Cambridge University Press
ISBN: 9780521519182
Category : Mathematics
Languages : en
Pages : 376

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Book Description
Random walks are stochastic processes formed by successive summation of independent, identically distributed random variables and are one of the most studied topics in probability theory. This contemporary introduction evolved from courses taught at Cornell University and the University of Chicago by the first author, who is one of the most highly regarded researchers in the field of stochastic processes. This text meets the need for a modern reference to the detailed properties of an important class of random walks on the integer lattice. It is suitable for probabilists, mathematicians working in related fields, and for researchers in other disciplines who use random walks in modeling.

Mutually Catalytic Super Branching Random Walks: Large Finite Systems and Renormalization Analysis

Mutually Catalytic Super Branching Random Walks: Large Finite Systems and Renormalization Analysis PDF Author: J. T. Cox
Publisher: American Mathematical Soc.
ISBN: 0821835424
Category : Mathematics
Languages : en
Pages : 114

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Book Description
Studies the evolution of the large finite spatial systems in size-dependent time scales and compare them with the behavior of the infinite systems, which amounts to establishing the so-called finite system scheme. This title introduces the concept of a continuum limit in the hierarchical mean field limit.