Additive and Cancellative Interacting Particle Systems

Additive and Cancellative Interacting Particle Systems PDF Author: D. Griffeath
Publisher: Springer
ISBN: 3540351744
Category : Mathematics
Languages : en
Pages : 114

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Book Description

Additive and Cancellative Interacting Particle Systems

Additive and Cancellative Interacting Particle Systems PDF Author: D. Griffeath
Publisher: Springer
ISBN: 3540351744
Category : Mathematics
Languages : en
Pages : 114

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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.

Particle Systems, Random Media and Large Deviations

Particle Systems, Random Media and Large Deviations PDF Author: Richard Durrett
Publisher: American Mathematical Soc.
ISBN: 0821850423
Category : Mathematics
Languages : en
Pages : 394

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Book Description
Covers the proceedings of the 1984 AMS Summer Research Conference. This work provides a summary of results from some of the areas in probability theory; interacting particle systems, percolation, random media (bulk properties and hydrodynamics), the Ising model and large deviations.

Percolation Theory and Ergodic Theory of Infinite Particle Systems

Percolation Theory and Ergodic Theory of Infinite Particle Systems PDF Author: Harry Kesten
Publisher: Springer Science & Business Media
ISBN: 1461387345
Category : Mathematics
Languages : en
Pages : 322

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Book Description
This IMA Volume in ~athematics and its Applications PERCOLATION THEORY AND ERGODIC THEORY OF INFINITE PARTICLE SYSTEMS represents the proceedings of a workshop which was an integral part of the 19R4-85 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS We are grateful to the Scientific Committee: naniel Stroock (Chairman) Wendell Fleming Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaoo for planning and implementing an exciting and stimulating year-long program. We especially thank the Workshop Organizing Committee, Harry Kesten (Chairman), Richard Holley, and Thomas Liggett for organizing a workshop which brought together scientists and mathematicians in a variety of areas for a fruitful exchange of ideas. George R. Sell Hans Weinherger PREFACE Percolation theory and interacting particle systems both have seen an explosive growth in the last decade. These suhfields of probability theory are closely related to statistical mechanics and many of the publications on these suhjects (especially on the former) appear in physics journals, wit~ a great variahility in the level of rigour. There is a certain similarity and overlap hetween the methods used in these two areas and, not surprisingly, they tend to attract the same probabilists. It seemed a good idea to organize a workshop on "Percolation Theory and Ergodic Theory of Infinite Particle Systems" in the framework of the special probahility year at the Institute for Mathematics and its Applications in 1985-86. Such a workshop, dealing largely with rigorous results, was indeed held in February 1986.

Interacting Particle Systems

Interacting Particle Systems PDF Author: Thomas M. Liggett
Publisher: Springer Science & Business Media
ISBN: 3540269622
Category : Mathematics
Languages : en
Pages : 514

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Book Description
From the reviews "This book presents a complete treatment of a new class of random processes, which have been studied intensively during the last fifteen years. None of this material has ever appeared in book form before. The high quality of this work [...] makes a fascinating subject and its open problem as accessible as possible." Mathematical Reviews

Dynamical Systems, Ergodic Theory and Applications

Dynamical Systems, Ergodic Theory and Applications PDF Author: L.A. Bunimovich
Publisher: Springer Science & Business Media
ISBN: 9783540663164
Category : Mathematics
Languages : en
Pages : 476

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Book Description
This EMS volume, the first edition of which was published as Dynamical Systems II, EMS 2, familiarizes the reader with the fundamental ideas and results of modern ergodic theory and its applications to dynamical systems and statistical mechanics. The enlarged and revised second edition adds two new contributions on ergodic theory of flows on homogeneous manifolds and on methods of algebraic geometry in the theory of interval exchange transformations.

Stochastic Processes with Applications

Stochastic Processes with Applications PDF Author: Rabi N. Bhattacharya
Publisher: SIAM
ISBN: 0898718996
Category : Mathematics
Languages : en
Pages : 727

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Book Description
This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walk in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. Audience: this book can be used for a number of different courses for graduate students of mathematics, statistics, economics, engineering, and other fields who have some background in probability and analysis. It is also intended as a reference for researchers and professionals in many areas of science and technology whose work involves the application of probability.

Stochastic Interacting Systems in Life and Social Sciences

Stochastic Interacting Systems in Life and Social Sciences PDF Author: Nicolas Lanchier
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110791889
Category : Mathematics
Languages : en
Pages : 486

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Book Description
This volume provides an overview of two of the most important examples of interacting particle systems, the contact process, and the voter model, as well as their many variants introduced in the past 50 years. These stochastic processes are organized by domains of application (epidemiology, population dynamics, ecology, genetics, sociology, econophysics, game theory) along with a flavor of the mathematical techniques developed for their analysis.

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.