Lecture Notes on Particle Systems and Percolation

Lecture Notes on Particle Systems and Percolation PDF Author: Richard Durrett
Publisher: Wadsworth Publishing Company
ISBN:
Category : Science
Languages : en
Pages : 352

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Book Description

Lecture Notes on Particle Systems and Percolation

Lecture Notes on Particle Systems and Percolation PDF Author: Richard Durrett
Publisher: Wadsworth Publishing Company
ISBN:
Category : Science
Languages : en
Pages : 352

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Book Description


Random Walks, Brownian Motion, and Interacting Particle Systems

Random Walks, Brownian Motion, and Interacting Particle Systems PDF Author: H. Kesten
Publisher: Springer Science & Business Media
ISBN: 1461204593
Category : Mathematics
Languages : en
Pages : 457

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Book Description
This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come. Frank has always liked new phenomena, clean formulations and elegant proofs. He has created or opened up several research areas and it is not surprising that many people are still working out the consequences of his inventions. By way of introduction we have reprinted some of Frank's seminal articles so that the reader can easily see for himself the point of origin for much of the research presented here. These articles of Frank's deal with properties of Brownian motion, fluctuation theory and potential theory for random walks, and, of course, interacting particle systems. The last area was started by Frank as part of the general resurgence of treating problems of statistical mechanics with rigorous probabilistic tools.

Genealogies of Interacting Particle Systems

Genealogies of Interacting Particle Systems PDF Author: Matthias Birkner
Publisher: World Scientific
ISBN: 9811206090
Category : Biomathematics
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 "--Publisher's website.

Lectures on Probability Theory

Lectures on Probability Theory PDF Author: Philippe Biane
Publisher: Springer
ISBN: 3540494022
Category : Mathematics
Languages : en
Pages : 217

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Book Description
This book contains two of the three lectures given at the Saint-Flour Summer School of Probability Theory during the period August 18 to September 4, 1993.

Perplexing Problems in Probability

Perplexing Problems in Probability PDF Author: Maury Bramson
Publisher: Springer Science & Business Media
ISBN: 1461221684
Category : Mathematics
Languages : en
Pages : 393

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Book Description
Harry Kesten has had a profound influence on probability theory for over 30 years. To honour his achievements a number of prominent probabilists have written survey articles on a wide variety of active areas of contemporary probability, many of which are closely related to Kesten's work.

Sojourns And Extremes of Stochastic Processes

Sojourns And Extremes of Stochastic Processes PDF Author: Simeon Berman
Publisher: Routledge
ISBN: 1351415638
Category : Mathematics
Languages : en
Pages : 318

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Book Description
Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.

Analysis and Stochastics of Growth Processes and Interface Models

Analysis and Stochastics of Growth Processes and Interface Models PDF Author: Peter Mörters
Publisher: OUP Oxford
ISBN: 019155359X
Category : Mathematics
Languages : en
Pages : 348

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Book Description
This book is a collection of topical survey articles by leading researchers in the fields of applied analysis and probability theory, working on the mathematical description of growth phenomena. Particular emphasis is on the interplay of the two fields, with articles by analysts being accessible for researchers in probability, and vice versa. Mathematical methods discussed in the book comprise large deviation theory, lace expansion, harmonic multi-scale techniques and homogenisation of partial differential equations. Models based on the physics of individual particles are discussed alongside models based on the continuum description of large collections of particles, and the mathematical theories are used to describe physical phenomena such as droplet formation, Bose-Einstein condensation, Anderson localization, Ostwald ripening, or the formation of the early universe. The combination of articles from the two fields of analysis and probability is highly unusual and makes this book an important resource for researchers working in all areas close to the interface of these fields.

Classical and Spatial Stochastic Processes

Classical and Spatial Stochastic Processes PDF Author: Rinaldo B. Schinazi
Publisher: Springer Science & Business Media
ISBN: 146121582X
Category : Mathematics
Languages : en
Pages : 184

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Book Description
This book is intended as a text for a first course in stochastic processes at the upper undergraduate or graduate levels, assuming only that the reader has had a serious calculus course-advanced calculus would even be better-as well as a first course in probability (without measure theory). In guiding the student from the simplest classical models to some of the spatial models, currently the object of considerable research, the text is aimed at a broad audience of students in biology, engineering, mathematics, and physics. The first two chapters deal with discrete Markov chains-recurrence and tran sience, random walks, birth and death chains, ruin problem and branching pro cesses-and their stationary distributions. These classical topics are treated with a modem twist: in particular, the coupling technique is introduced in the first chap ter and is used throughout. The third chapter deals with continuous time Markov chains-Poisson process, queues, birth and death chains, stationary distributions. The second half of the book treats spatial processes. This is the main difference between this work and the many others on stochastic processes. Spatial stochas tic processes are (rightly) known as being difficult to analyze. The few existing books on the subject are technically challenging and intended for a mathemat ically sophisticated reader. We picked several interesting models-percolation, cellular automata, branching random walks, contact process on a tree-and con centrated on those properties that can be analyzed using elementary methods.

Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991

Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991 PDF Author: Donald A. Dawson
Publisher: Springer
ISBN: 3540476083
Category : Mathematics
Languages : en
Pages : 362

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Book Description
CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.

The Geometry of Ecological Interactions

The Geometry of Ecological Interactions PDF Author: Ulf Dieckmann
Publisher: Cambridge University Press
ISBN: 0521642949
Category : Mathematics
Languages : en
Pages : 583

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Book Description
The field of theoretical ecology has expanded dramatically in the last few years. This volume gives detailed coverage of the main developing areas in spatial ecological theory, and is written by world experts in the field. Integrating the perspective from field ecology with novel methods for simplifying spatial complexity, it offers a didactical treatment with a gradual increase in mathematical sophistication from beginning to end. In addition, the volume features introductions to those fundamental phenomena in spatial ecology where emerging spatial patterns influence ecological outcomes quantitatively. An appreciation of the consequences of this is required if ecological theory is to move on in the 21st century. Written for reseachers and graduate students in theoretical, evolutionary and spatial ecology, applied mathematics and spatial statistics, it will be seen as a ground breaking treatment of modern spatial ecological theory.