Random Walks, Brownian Motion, and Interacting Particle Systems PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Random Walks, Brownian Motion, and Interacting Particle Systems PDF full book. Access full book title Random Walks, Brownian Motion, and Interacting Particle Systems by H. Kesten. Download full books in PDF and EPUB format.
Author: H. Kesten
Publisher: Springer Science & Business Media
ISBN: 1461204593
Category : Mathematics
Languages : en
Pages : 457
Get Book Here
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.
Author: H. Kesten
Publisher: Springer Science & Business Media
ISBN: 1461204593
Category : Mathematics
Languages : en
Pages : 457
Get Book Here
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.
Author: Richard Durrett
Publisher: Wadsworth Publishing Company
ISBN:
Category : Science
Languages : en
Pages : 352
Get Book Here
Book Description
Author: Mu-fa Chen
Publisher: World Scientific
ISBN: 9814482900
Category : Science
Languages : en
Pages : 610
Get Book Here
Book Description
This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. It also deals with a typical class of non-equilibrium particle systems, including the typical Schlögl model taken from statistical physics. The constructions, ergodicity and phase transitions for this class of Markov interacting particle systems, namely, reaction-diffusion processes, are presented. In this new edition, a large part of the text has been updated and two-and-a-half chapters have been rewritten. The book is self-contained and can be used in a course on stochastic processes for graduate students.
Author: S Kai
Publisher: World Scientific
ISBN: 9814555339
Category :
Languages : en
Pages : 596
Get Book Here
Book Description
In this volume, the problems of pattern formation in physics, chemistry and other related fields in complex and nonlinear dissipative systems are studied. Main subjects discussed are formation mechanisms, properties, statistics, characterization and dynamics of periodic and nonperiodic patterns in the electrohydrodynamics in liquid crystals, Rayleigh-Benard convection, crystallization, viscous fingering and Belouzov-Zhabotinsky chemical reaction. Recent developments in topological and defect-mediated chaos, chaos in systems with large degrees of freedom and turbulence-turbulence transitions are also discussed.
Author: Ludwig Arnold
Publisher: Springer
ISBN: 354046431X
Category : Mathematics
Languages : en
Pages : 372
Get Book Here
Book Description
Since the predecessor to this volume (LNM 1186, Eds. L. Arnold, V. Wihstutz)appeared in 1986, significant progress has been made in the theory and applications of Lyapunov exponents - one of the key concepts of dynamical systems - and in particular, pronounced shifts towards nonlinear and infinite-dimensional systems and engineering applications are observable. This volume opens with an introductory survey article (Arnold/Crauel) followed by 26 original (fully refereed) research papers, some of which have in part survey character. From the Contents: L. Arnold, H. Crauel: Random Dynamical Systems.- I.Ya. Goldscheid: Lyapunov exponents and asymptotic behaviour of the product of random matrices.- Y. Peres: Analytic dependence of Lyapunov exponents on transition probabilities.- O. Knill: The upper Lyapunov exponent of Sl (2, R) cocycles:Discontinuity and the problem of positivity.- Yu.D. Latushkin, A.M. Stepin: Linear skew-product flows and semigroups of weighted composition operators.- P. Baxendale: Invariant measures for nonlinear stochastic differential equations.- Y. Kifer: Large deviationsfor random expanding maps.- P. Thieullen: Generalisation du theoreme de Pesin pour l' -entropie.- S.T. Ariaratnam, W.-C. Xie: Lyapunov exponents in stochastic structural mechanics.- F. Colonius, W. Kliemann: Lyapunov exponents of control flows.
Author: Matthias Birkner
Publisher: World Scientific
ISBN: 9811206104
Category : Mathematics
Languages : en
Pages : 363
Get Book Here
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.
Author: Pedro L. Garrido
Publisher: Springer
ISBN: 3662141485
Category : Science
Languages : en
Pages : 326
Get Book Here
Book Description
The methods developed to deal with the computational aspects of physi cal problems are useful in an increasing number of situations, from chem istry, biology and geology to engineering, communications and economics. In fact, computational physics has evolved into a trans-disciplinary field now concerned with the creative use of computers in scientific research. More over, computational methods often help students to develop a deeper under standing of key concepts, and enhance their problem-solving abilities. There fore, computational physics is recognized as having an important educational value, and educators face the task of outlining appropriate curricula to take advantage of these unique features. This is an important motivation for the publication of the contents of the Seminar on Computational Physics which is held in Granada every two years. The seminar aims at bringing together small groups of students and active researchers on different aspects of computational physics. It is part of the doctoral programme of the University of Granada. The proceedings of the previous editions were published as II Granada Lectures in Computational Physics (World Scientific, Singapore 1993) and Third Granada Lectures in Computational Physics (Lecture Notes in Physics, vol. 448, Springer, Berlin 1995) by the same editors. The present book contains the invited lecture notes and a very brief account of contributions by participants at the 4th Granada Seminar on Computational Physics (Granada, Spain, 9-14 September 1996).
Author: V.F. Kolchin
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3112318986
Category : Mathematics
Languages : en
Pages : 480
Get Book Here
Book Description
No detailed description available for "Progress in Pure and Applied Discrete Mathematics, Vol. 1: Probabilistic Methods in Discrete Mathematics".
Author: O. Diekmann
Publisher: Springer
ISBN: 3540481702
Category : Mathematics
Languages : en
Pages : 274
Get Book Here
Book Description
The summer school on Mathematics inspired by Biology was held at Martina Franca, Apulia, Italy in 1997. This volume presents five series of six lectures each. The common theme is the role of structure in shaping transient and ultimate dynamics. But the type of structure ranges from spatial (hadeler and maini in the deterministic setting, Durrett in the stochastic setting) to physiological (Diekmann) and order (Smith). Each contribution sketches the present state of affairs while, by including some wishful thinking, pointing at open problems that deserve attention.
Author: Maury Bramson
Publisher: Springer Science & Business Media
ISBN: 1461221684
Category : Mathematics
Languages : en
Pages : 393
Get Book Here
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.
