Stochastic Interacting Systems: Contact, Voter and Exclusion Processes

Stochastic Interacting Systems: Contact, Voter and Exclusion Processes PDF Author: Thomas M. Liggett
Publisher: Springer Science & Business Media
ISBN: 3662039907
Category : Mathematics
Languages : en
Pages : 346

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Book Description
Interactive particle systems is a branch of probability theory with close connections to mathematical physics and mathematical biology. This book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. It explains and develops many of the most useful techniques in the field.

Stochastic Interacting Systems: Contact, Voter and Exclusion Processes

Stochastic Interacting Systems: Contact, Voter and Exclusion Processes PDF Author: Thomas M. Liggett
Publisher: Springer Science & Business Media
ISBN: 3662039907
Category : Mathematics
Languages : en
Pages : 346

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Book Description
Interactive particle systems is a branch of probability theory with close connections to mathematical physics and mathematical biology. This book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. It explains and develops many of the most useful techniques in the field.

Interacting Particle Systems

Interacting Particle Systems PDF Author: T.M. Liggett
Publisher: Springer Science & Business Media
ISBN: 1461385423
Category : Science
Languages : en
Pages : 499

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Book Description
At what point in the development of a new field should a book be written about it? This question is seldom easy to answer. In the case of interacting particle systems, important progress continues to be made at a substantial pace. A number of problems which are nearly as old as the subject itself remain open, and new problem areas continue to arise and develop. Thus one might argue that the time is not yet ripe for a book on this subject. On the other hand, this field is now about fifteen years old. Many important of several basic models is problems have been solved and the analysis almost complete. The papers written on this subject number in the hundreds. It has become increasingly difficult for newcomers to master the proliferating literature, and for workers in allied areas to make effective use of it. Thus I have concluded that this is an appropriate time to pause and take stock of the progress made to date. It is my hope that this book will not only provide a useful account of much of this progress, but that it will also help stimulate the future vigorous development of this field.

Interacting Stochastic Systems

Interacting Stochastic Systems PDF Author: Jean-Dominique Deuschel
Publisher: Springer Science & Business Media
ISBN: 3540271104
Category : Mathematics
Languages : en
Pages : 443

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Book Description
Core papers emanating from the research network, DFG-Schwerpunkt: Interacting stochastic systems of high complexity.

Scaling Limits of Interacting Particle Systems

Scaling Limits of Interacting Particle Systems PDF Author: Claude Kipnis
Publisher: Springer Science & Business Media
ISBN: 3662037521
Category : Mathematics
Languages : en
Pages : 453

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Book Description
This book has been long awaited in the "interacting particle systems" community. Begun by Claude Kipnis before his untimely death, it was completed by Claudio Landim, his most brilliant student and collaborator. It presents the techniques used in the proof of the hydrodynamic behavior of interacting particle systems.

Complex Stochastic Systems

Complex Stochastic Systems PDF Author: O.E. Barndorff-Nielsen
Publisher: CRC Press
ISBN: 9781420035988
Category : Mathematics
Languages : en
Pages : 306

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Book Description
Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications. A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references. Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system. State Space and Hidden Markov Models by Hans R. Künschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics. Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology. Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions. Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds. Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.

Large Scale Dynamics of Interacting Particles

Large Scale Dynamics of Interacting Particles PDF Author: Herbert Spohn
Publisher: Springer Science & Business Media
ISBN: 3642843719
Category : Science
Languages : en
Pages : 346

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Book Description
This book deals with one of the fundamental problems of nonequilibrium statistical mechanics: the explanation of large-scale dynamics (evolution differential equations) from models of a very large number of interacting particles. This book addresses both researchers and students. Much of the material presented has never been published in book-form before.

Stochastic Transport in Complex Systems

Stochastic Transport in Complex Systems PDF Author: Andreas Schadschneider
Publisher: Elsevier
ISBN: 0080560520
Category : Science
Languages : en
Pages : 585

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Book Description
The first part of the book provides a pedagogical introduction to the physics of complex systems driven far from equilibrium. In this part we discuss the basic concepts and theoretical techniques which are commonly used to study classical stochastic transport in systems of interacting driven particles. The analytical techniques include mean-field theories, matrix product ansatz, renormalization group, etc. and the numerical methods are mostly based on computer simulations. In the second part of the book these concepts and techniques are applied not only to vehicular traffic but also to transport and traffic-like phenomena in living systems ranging from collective movements of social insects (for example, ants) on trails to intracellular molecular motor transport. These demonstrate the conceptual unity of the fundamental principles underlying the apparent diversity of the systems and the utility of the theoretical toolbox of non-equilibrium statistical mechanics in interdisciplinary research far beyond the traditional disciplinary boundaries of physics. - Leading industry experts provide a broad overview of the interdisciplinary nature of physics - Presents unified descriptions of intracellular, ant, and vehicular traffic from a physics point of view - Applies theoretical methods in practical everyday situations - Reference and guide for physicists, engineers and graduate students

Stochastic Dynamics Out of Equilibrium

Stochastic Dynamics Out of Equilibrium PDF Author: Giambattista Giacomin
Publisher: Springer
ISBN: 3030150968
Category : Mathematics
Languages : en
Pages : 654

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Book Description
Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments. It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure. Nonequilibrium dynamics correspond on the other hand to irreversible evolutions, where fluxes appear in physical systems, and steady-state measures are unknown. The trimester, held at the Institut Henri Poincaré (IHP) in Paris from April to July 2017, comprised various events relating to three domains (i) transport in non-equilibrium statistical mechanics; (ii) the design of more efficient simulation methods; (iii) life sciences. It brought together physicists, mathematicians from many domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics. The present volume is indispensable reading for researchers and Ph.D. students working in such areas.

Feynman-Kac Formulae

Feynman-Kac Formulae PDF Author: Pierre Del Moral
Publisher: Springer Science & Business Media
ISBN: 9780387202686
Category : Mathematics
Languages : en
Pages : 584

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Book Description
This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.

Genealogies Of Interacting Particle Systems

Genealogies Of Interacting Particle Systems PDF Author: Matthias Birkner
Publisher: World Scientific
ISBN: 9811206104
Category : Mathematics
Languages : en
Pages : 363

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Book Description
Interacting particle systems are Markov processes involving infinitely many interacting components. Since their introduction in the 1970s, researchers have found many applications in statistical physics and population biology. Genealogies, which follow the origin of the state of a site backwards in time, play an important role in their studies, especially for the biologically motivated systems.The program Genealogies of Interacting Particle Systems held at the Institute for Mathematical Sciences, National University of Singapore, from 17 July to 18 Aug 2017, brought together experts and young researchers interested in this modern topic. Central to the program were learning sessions where lecturers presented work outside of their own research, as well as a normal workshop. This is reflected in the present volume which contains two types of articles:Written by respected researchers, including experts in the field such as Steve Evans, member of the US National Academy of Sciences, as well as Anton Wakolbinger, Andreas Greven, and many others, this volume will no doubt be a valuable contribution to the probability community.