Brownian Motion, Obstacles and Random Media

Brownian Motion, Obstacles and Random Media PDF Author: Alain-Sol Sznitman
Publisher: Springer Science & Business Media
ISBN: 3662112817
Category : Mathematics
Languages : en
Pages : 366

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Book Description
This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Brownian Motion, Obstacles and Random Media

Brownian Motion, Obstacles and Random Media PDF Author: Alain-Sol Sznitman
Publisher: Springer Science & Business Media
ISBN: 3662112817
Category : Mathematics
Languages : en
Pages : 366

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Book Description
This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Surveys in Stochastic Processes

Surveys in Stochastic Processes PDF Author: Jochen Blath
Publisher: European Mathematical Society
ISBN: 9783037190722
Category : Mathematics
Languages : en
Pages : 270

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Book Description
The 33rd Bernoulli Society Conference on Stochastic Processes and Their Applications was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries to discuss recent progress in the mathematical research related to stochastic processes, with applications ranging from biology to statistical mechanics, finance and climatology. This book collects survey articles highlighting new trends and focal points in the area written by plenary speakers of the conference, all of them outstanding international experts. A particular aim of this collection is to inspire young scientists to pursue research goals in the wide range of fields represented in this volume.

Ten Lectures on Random Media

Ten Lectures on Random Media PDF Author: Erwin Bolthausen
Publisher: Birkhäuser
ISBN: 3034881592
Category : Mathematics
Languages : en
Pages : 120

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Book Description
The following notes grew out oflectures held during the DMV-Seminar on Random Media in November 1999 at the Mathematics Research Institute of Oberwolfach, and in February-March 2000 at the Ecole Normale Superieure in Paris. In both places the atmosphere was very friendly and stimulating. The positive response of the audience was encouragement enough to write up these notes. I hope they will carryover the enjoyment of the live lectures. I whole heartedly wish to thank Profs. Matthias Kreck and Jean-Franc;ois Le Gall who were respon sible for these two very enjoyable visits, Laurent Miclo for his comments on an earlier version of these notes, and last but not least Erwin Bolthausen who was my accomplice during the DMV-Seminar. A Brief Introduction The main theme of this series of lectures are "Random motions in random me dia". The subject gathers a variety of probabilistic models often originated from physical sciences such as solid state physics, physical chemistry, oceanography, biophysics . . . , in which typically some diffusion mechanism takes place in an inho mogeneous medium. Randomness appears at two levels. It comes in the description of the motion of the particle diffusing in the medium, this is a rather traditional point of view for probability theory; but it also comes in the very description of the medium in which the diffusion takes place.

Methods of Spectral Analysis in Mathematical Physics

Methods of Spectral Analysis in Mathematical Physics PDF Author: Jan Janas
Publisher: Springer Science & Business Media
ISBN: 3764387556
Category : Science
Languages : en
Pages : 437

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Book Description
The volume contains the proceedings of the OTAMP 2006 (Operator Theory, Analysis and Mathematical Physics) conference held at Lund University in June 2006. The conference was devoted to the methods of analysis and operator theory in modern mathematical physics. The following special sessions were organized: Spectral analysis of Schrödinger operators; Jacobi and CMV matrices and orthogonal polynomials; Quasi-periodic and random Schrödinger operators; Quantum graphs.

Random Polymers

Random Polymers PDF Author: Frank den Hollander
Publisher: Springer
ISBN: 3642003338
Category : Mathematics
Languages : en
Pages : 271

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Book Description
Polymer chains that interact with themselves and/or with their environment are fascinating objects, displaying a range of interesting physical and chemical phenomena. The focus in this monograph is on the mathematical description of some of these phenomena, with particular emphasis on phase transitions as a function of interaction parameters, associated critical behavior and space-time scaling. Topics include: self-repellent polymers, self-attracting polymers, polymers interacting with interfaces, charged polymers, copolymers near linear or random selective interfaces, polymers interacting with random substrate and directed polymers in random environment. Different techniques are exposed, including the method of local times, large deviations, the lace expansion, generating functions, the method of excursions, ergodic theory, partial annealing estimates, coarse-graining techniques and martingales. Thus, this monograph offers a mathematical panorama of polymer chains, which even today holds plenty of challenges.

Space, Structure and Randomness

Space, Structure and Randomness PDF Author: Michel Bilodeau
Publisher: Springer Science & Business Media
ISBN: 0387291156
Category : Mathematics
Languages : en
Pages : 402

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Book Description
Space, structure, and randomness: these are the three key concepts underlying Georges Matheron’s scientific work. He first encountered them at the beginning of his career when working as a mining engineer, and then they resurfaced in fields ranging from meteorology to microscopy. What could these radically different types of applications possibly have in common? First, in each one only a single realisation of the phenomenon is available for study, but its features repeat themselves in space; second, the sampling pattern is rarely regular, and finally there are problems of change of scale. This volume is divided in three sections on random sets, geostatistics and mathematical morphology. They reflect his professional interests and his search for underlying unity. Some readers may be surprised to find theoretical chapters mixed with applied ones. We have done this deliberately. GM always considered that the distinction between the theory and practice was purely academic. When GM tackled practical problems, he used his skill as a physicist to extract the salient features and to select variables which could be measured meaningfully and whose values could be estimated from the available data. Then he used his outstanding ability as a mathematician to solve the problems neatly and efficiently. It was his capacity to combine a physicist’s intuition with a mathematician’s analytical skills that allowed him to produce new and innovative solutions to difficult problems. The book should appeal to graduate students and researchers working in mathematics, probability, statistics, physics, spatial data analysis, and image analysis. In addition it will be of interest to those who enjoy discovering links between scientific disciplines that seem unrelated at first glance. In writing the book the contributors have tried to put GM’s ideas into perspective. During his working life, GM was a genuinely creative scientist. He developed innovative concepts whose usefulness goes far beyond the confines of the discipline for which they were originally designed. This is why his work remains as pertinent today as it was when it was first written.

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.

Large Deviations

Large Deviations PDF 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.

Probability and Mathematical Physics

Probability and Mathematical Physics PDF Author: Donald Andrew Dawson
Publisher: American Mathematical Soc.
ISBN: 0821840894
Category : Mathematics
Languages : en
Pages : 490

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Book Description
A collection of survey and research papers that gives a glance of the profound consequences of Molchanov's contributions in stochastic differential equations, spectral theory for deterministic and random operators, localization and intermittency, mathematical physics and optics, and other topics.

Stochastic Processes, Physics and Geometry: New Interplays. I

Stochastic Processes, Physics and Geometry: New Interplays. I PDF Author: Sergio Albeverio
Publisher: American Mathematical Soc.
ISBN: 9780821819593
Category : Mathematics
Languages : en
Pages : 348

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Book Description
This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.