Author: Yves Le Jan
Publisher: Springer Nature
ISBN: 3031579232
Category :
Languages : en
Pages : 188

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Book Description

Author: Joseph Rudnick
Publisher: Cambridge University Press
ISBN: 9781139450140
Category : Science
Languages : en
Pages : 350

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Book Description
Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. Elements of the Random Walk is an introduction to some of the most powerful and general techniques used in the application of these ideas. The mathematical construct that runs through the analysis of the topics covered in this book, unifying the mathematical treatment, is the generating function. Although the reader is introduced to analytical tools, such as path-integrals and field-theoretical formalism, the book is self-contained in that basic concepts are developed and relevant fundamental findings fully discussed. Mathematical background is provided in supplements at the end of each chapter, when appropriate. This text will appeal to graduate students across science, engineering and mathematics who need to understand the applications of random walk techniques, as well as to established researchers.

Author: Roberto Fernandez
Publisher: Springer Science & Business Media
ISBN: 3662028662
Category : Science
Languages : en
Pages : 446

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Book Description
Simple random walks - or equivalently, sums of independent random vari ables - have long been a standard topic of probability theory and mathemat ical physics. In the 1950s, non-Markovian random-walk models, such as the self-avoiding walk,were introduced into theoretical polymer physics, and gradu ally came to serve as a paradigm for the general theory of critical phenomena. In the past decade, random-walk expansions have evolved into an important tool for the rigorous analysis of critical phenomena in classical spin systems and of the continuum limit in quantum field theory. Among the results obtained by random-walk methods are the proof of triviality of the cp4 quantum field theo ryin space-time dimension d (::::) 4, and the proof of mean-field critical behavior for cp4 and Ising models in space dimension d (::::) 4. The principal goal of the present monograph is to present a detailed review of these developments. It is supplemented by a brief excursion to the theory of random surfaces and various applications thereof. This book has grown out of research carried out by the authors mainly from 1982 until the middle of 1985. Our original intention was to write a research paper. However, the writing of such a paper turned out to be a very slow process, partly because of our geographical separation, partly because each of us was involved in other projects that may have appeared more urgent.

Author: Gregory F. Lawler
Publisher: Cambridge University Press
ISBN: 9780521519182
Category : Mathematics
Languages : en
Pages : 376

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Book Description
Random walks are stochastic processes formed by successive summation of independent, identically distributed random variables and are one of the most studied topics in probability theory. This contemporary introduction evolved from courses taught at Cornell University and the University of Chicago by the first author, who is one of the most highly regarded researchers in the field of stochastic processes. This text meets the need for a modern reference to the detailed properties of an important class of random walks on the integer lattice. It is suitable for probabilists, mathematicians working in related fields, and for researchers in other disciplines who use random walks in modeling.

Author: Anton Bovier
Publisher: Springer
ISBN: 3319193392
Category : Science
Languages : en
Pages : 254

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Book Description
Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems, a detailed analysis of weakly self-avoiding random walks in four spatial dimensions via methods of field theory and the renormalization group, a study of phase transitions in disordered discrete structures using a rigorous version of the cavity method, a survey of recent work on interacting polymers in the ballisticity regime and, finally, a treatise on two-dimensional loop-soup models and their connection to conformally invariant systems and the Gaussian Free Field. The notes are aimed at early graduate students with a modest background in probability and mathematical physics, although they could also be enjoyed by seasoned researchers interested in learning about recent advances in the above fields.

Author: Peter G. Doyle
Publisher: American Mathematical Soc.
ISBN: 1614440220
Category : Electric network topology
Languages : en
Pages : 174

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Book Description
Probability theory, like much of mathematics, is indebted to physics as a source of problems and intuition for solving these problems. Unfortunately, the level of abstraction of current mathematics often makes it difficult for anyone but an expert to appreciate this fact. Random Walks and electric networks looks at the interplay of physics and mathematics in terms of an example—the relation between elementary electric network theory and random walks —where the mathematics involved is at the college level.

Author: Jean Zinn-Justin
Publisher: Oxford University Press, USA
ISBN: 0198787758
Category : Science
Languages : en
Pages : 544

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Book Description
Theoretical physics is a cornerstone of modern physics and provides a foundation for all modern quantitative science. It aims to describe all natural phenomena using mathematical theories and models, and in consequence develops our understanding of the fundamental nature of the universe. This books offers an overview of major areas covering the recent developments in modern theoretical physics. Each chapter introduces a new key topic and develops the discussion in a self-contained manner. At the same time the selected topics have common themes running throughout the book, which connect the independent discussions. The main themes are renormalization group, fixed points, universality, and continuum limit, which open and conclude the work. The development of modern theoretical physics has required important concepts and novel mathematical tools, examples discussed in the book include path and field integrals, the notion of effective quantum or statistical field theories, gauge theories, and the mathematical structure at the basis of the interactions in fundamental particle physics, including quantization problems and anomalies, stochastic dynamical equations, and summation of perturbative series.

Author: R.L. Weber
Publisher: CRC Press
ISBN: 9780854980406
Category : Science
Languages : en
Pages : 236

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Book Description
More Random Walks in Science is an anthology of fascinating and frequently amusing anecdotes, quotations, illustrations, articles, and reviews that reflect the more lighthearted aspects of the scientific world and the less serious excursions of the scientific mind. The book is guaranteed to delight anyone who has a professional or amateur interest in science.

Author: Barry D. Hughes
Publisher: Oxford University Press on Demand
ISBN: 9780198537892
Category : Mathematics
Languages : en
Pages : 550

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Book Description
This is the second volume of a two-volume work devoted to probability theory in physical chemistry, and engineering. Rather than dealing explicitly with the idea of an ongoing random walk, with each chaotic step taking place at fixed time intervals, this volume addresses random environments-- models in which the disorder is frozen in space. It begins with an introduction to the geometry of random environments, emphasizing Bernoulli percolation models. The scope of the investigation then widens as we ask how structural disorder affects the transport process. The final chapters confront the interplay of two different forms of randomness; spatial randomness frozen into the environment and temporal randomness associated with the choices for next steps made by a random walker. The book ends with a discussion of "the ant in the labyrinth" problems and an extensive bibliography that, along with the rest of the material, will be of value to researchers in physics, mathematics, and chemical engineering.

Author: Arthur Jaffe
Publisher: Springer Science & Business Media
ISBN: 3642703070
Category : Science
Languages : en
Pages : 328

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Book Description
Kurt Symanzik was certainly one of the most outstanding theoretical physicists of our time. For thirty years, until his untimely death in 1983, he helped to shape the present form of quantum field theory and its application to elementary particle physics. In memoriam of Kurt" Symanzik leading scientists present their most recent results, giving, at the same time, an overview of the state of the art. This collection was originally published in Vol. 97, 1/2 (1985) of Communications in Mathematical Physics. They range over various inter related topics of interest to Kurt Symanzik. We hope that making this collection available in an accessible and inexpensive way will benefit the physics community. The Publisher Contents To the Memory of Kurt Symanzik 1 By A. Jaffe, H. Lehmann, and G. Mack Monte Carlo Simulations for Quantum Field Theories Involving Fermions. By M. Karowski, R. Schrader, and H. J. Thun (With 8 Figures) . . . . . . . . . . . . . . . . . . . 5 SU(2) Lattice Gauge Theory: Standard Action Versus Symanzik's Tree-Improved Action. By B. Berg, A. Billoire, S. Meyer, and C. Panagiotakopoulos (With 13 Figures). . . . . . . . . . 31 . On-shell Improved Lattice Gauge Theories By M. Luscher and P. Weisz (With 3 Figures) . . . . . 59 On the Modular Structure of Local Algebras of Observables By K. Fredenhagen . . . . . . . . . . . . . . . . . 79 . . . The Intersection of Brownian Paths as a Case Study of a Renormalization Group Method for Quantum Field Theory By M. Aizenman (With 3 Figures). . . . . . . . . . . . 91 Intersection Properties of Simple Random Walks: A Renormalization Group Approach. By G. Felder and J. Frohlich. . . . . . . 111 .