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Author: Wolfgang König
Publisher: Birkhäuser
ISBN: 3319335960
Category : Mathematics
Languages : en
Pages : 199
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Book Description
This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension.
Author: Wolfgang König
Publisher: Birkhäuser
ISBN: 3319335960
Category : Mathematics
Languages : en
Pages : 199
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Book Description
This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension.
Author: Frank Hollander
Publisher: American Mathematical Soc.
ISBN: 9780821844359
Category : Mathematics
Languages : en
Pages : 164
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Book Description
Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.
Author: Jean-Dominique Deuschel
Publisher: Springer Science & Business Media
ISBN: 3642238114
Category : Mathematics
Languages : en
Pages : 518
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Book Description
Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years. This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront of contemporary research; some of them include review aspects and summarize the state-of-the-art on topical issues – one focal point is the parabolic Anderson model, which is considered with various novel aspects including moving catalysts, acceleration and deceleration and fron propagation, for both time-dependent and time-independent potentials. The authors are among the world’s leading experts. This Festschrift honours two eminent researchers, Erwin Bolthausen and Jürgen Gärtner, whose scientific work has profoundly influenced the field and all of the present contributions.
Author: Donald Andrew Dawson
Publisher: American Mathematical Soc.
ISBN: 9780821810637
Category : Mathematics
Languages : en
Pages : 492
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Book Description
This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.
Author: Maria Eulália Vares
Publisher: Springer Nature
ISBN: 3030607542
Category : Mathematics
Languages : en
Pages : 819
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Book Description
This is a volume in memory of Vladas Sidoravicius who passed away in 2019. Vladas has edited two volumes appeared in this series ("In and Out of Equilibrium") and is now honored by friends and colleagues with research papers reflecting Vladas' interests and contributions to probability theory.
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.
Author: Dominique Bakry
Publisher: Springer
ISBN: 3540485686
Category : Mathematics
Languages : en
Pages : 429
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Book Description
This book contains work-outs of the notes of three 15-hour courses of lectures which constitute surveys on the concerned topics given at the St. Flour Probability Summer School in July 1992. The first course, by D. Bakry, is concerned with hypercontractivity properties and their use in semi-group theory, namely Sobolev and Log Sobolev inequa- lities, with estimations on the density of the semi-groups. The second one, by R.D. Gill, is about statistics on survi- val analysis; it includes product-integral theory, Kaplan- Meier estimators, and a look at cryptography and generation of randomness. The third one, by S.A. Molchanov, covers three aspects of random media: homogenization theory, loca- lization properties and intermittency. Each of these chap- ters provides an introduction to and survey of its subject.
Author: Robert C. Dalang
Publisher: Birkhäuser
ISBN: 3034809093
Category : Mathematics
Languages : en
Pages : 402
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Book Description
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: S. Albeverio M. Arnaudon V. Bally V. Barbu H. Bessaih Z. Brzeźniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondreját S. Peszat M. Veraar L. Weis J.-C. Zambrini
Author: Fritz Gesztesy
Publisher: American Mathematical Soc.
ISBN: 9780821842492
Category : Mathematics
Languages : en
Pages : 472
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Book Description
This Festschrift had its origins in a conference called SimonFest held at Caltech, March 27-31, 2006, to honor Barry Simon's 60th birthday. It is not a proceedings volume in the usual sense since the emphasis of the majority of the contributions is on reviews of the state of the art of certain fields, with particular focus on recent developments and open problems. The bulk of the articles in this Festschrift are of this survey form, and a few review Simon's contributions to aparticular area. Part 1 contains surveys in the areas of Quantum Field Theory, Statistical Mechanics, Nonrelativistic Two-Body and $N$-Body Quantum Systems, Resonances, Quantum Mechanics with Electric and Magnetic Fields, and the Semiclassical Limit. Part 2 contains surveys in the areas of Random andErgodic Schrodinger Operators, Singular Continuous Spectrum, Orthogonal Polynomials, and Inverse Spectral Theory. In several cases, this collection of surveys portrays both the history of a subject and its current state of the art. A substantial part of the contributions to this Festschrift are survey articles on the state of the art of certain areas with special emphasis on open problems. This will benefit graduate students as well as researchers who want to get a quick, yet comprehensiveintroduction into an area covered in this volume.
Author: Michael Damron
Publisher: American Mathematical Soc.
ISBN: 1470435535
Category : Mathematics
Languages : en
Pages : 274
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Book Description
The study of random growth models began in probability theory about 50 years ago, and today this area occupies a central place in the subject. The considerable challenges posed by these models have spurred the development of innovative probability theory and opened up connections with several other parts of mathematics, such as partial differential equations, integrable systems, and combinatorics. These models also have applications to fields such as computer science, biology, and physics. This volume is based on lectures delivered at the 2017 AMS Short Course “Random Growth Models”, held January 2–3, 2017 in Atlanta, GA. The articles in this book give an introduction to the most-studied models; namely, first- and last-passage percolation, the Eden model of cell growth, and particle systems, focusing on the main research questions and leading up to the celebrated Kardar-Parisi-Zhang equation. Topics covered include asymptotic properties of infection times, limiting shape results, fluctuation bounds, and geometrical properties of geodesics, which are optimal paths for growth.
