Intersections of Random Walks
Title | Intersections of Random Walks PDF eBook |
Author | Gregory F. Lawler |
Publisher | Springer Science & Business Media |
Pages | 219 |
Release | 2013-06-29 |
Genre | Mathematics |
ISBN | 1475721374 |
A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of nonintersection of a random walk with a fixed set; the probability that the paths of independent random walks do not intersect; and self-avoiding walks, i. e. , random walks which have no self-intersections. The prerequisite is a standard measure theoretic course in probability including martingales and Brownian motion. The first chapter develops the facts about simple random walk that will be needed. The discussion is self-contained although some previous expo sure to random walks would be helpful. Many of the results are standard, and I have made borrowed from a number of sources, especially the ex cellent book of Spitzer [65]. For the sake of simplicity I have restricted the discussion to simple random walk. Of course, many of the results hold equally well for more general walks. For example, the local central limit theorem can be proved for any random walk whose increments have mean zero and finite variance. Some of the later results, especially in Section 1. 7, have not been proved for very general classes of walks. The proofs here rely heavily on the fact that the increments of simple random walk are bounded and symmetric.
Statistical Mechanics and Random Walks
Title | Statistical Mechanics and Random Walks PDF eBook |
Author | Abram Skogseid |
Publisher | |
Pages | 0 |
Release | 2011-10 |
Genre | Engineering mathematics |
ISBN | 9781614709664 |
In this book, the authors gather and present topical research in the study of statistical mechanics and random walk principles and applications. Topics discussed in this compilation include the application of stochastic approaches to modelling suspension flow in porous media; subordinated Gaussian processes; random walk models in biophysical science; non-equilibrium dynamics and diffusion processes; global random walk algorithm for diffusion processes and application of random walks for the analysis of graphs, musical composition and language phylogeny.
Sojourns in Probability Theory and Statistical Physics - III
Title | Sojourns in Probability Theory and Statistical Physics - III PDF eBook |
Author | Vladas Sidoravicius |
Publisher | Springer Nature |
Pages | 341 |
Release | 2019-10-17 |
Genre | Mathematics |
ISBN | 9811503028 |
Charles M. (Chuck) Newman has been a leader in Probability Theory and Statistical Physics for nearly half a century. This three-volume set is a celebration of the far-reaching scientific impact of his work. It consists of articles by Chuck’s collaborators and colleagues across a number of the fields to which he has made contributions of fundamental significance. This publication was conceived during a conference in 2016 at NYU Shanghai that coincided with Chuck's 70th birthday. The sub-titles of the three volumes are: I. Spin Glasses and Statistical Mechanics II. Brownian Web and Percolation III. Interacting Particle Systems and Random Walks The articles in these volumes, which cover a wide spectrum of topics, will be especially useful for graduate students and researchers who seek initiation and inspiration in Probability Theory and Statistical Physics.
First Steps in Random Walks
Title | First Steps in Random Walks PDF eBook |
Author | J. Klafter |
Publisher | Oxford University Press |
Pages | 161 |
Release | 2011-08-18 |
Genre | Business & Economics |
ISBN | 0199234868 |
Random walks proved to be a useful model of many complex transport processes at the micro and macroscopical level in physics and chemistry, economics, biology and other disciplines. The book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description.
Random Walks, Critical Phenomena, and Triviality in Quantum Field Theory
Title | Random Walks, Critical Phenomena, and Triviality in Quantum Field Theory PDF eBook |
Author | Roberto Fernandez |
Publisher | Springer Science & Business Media |
Pages | 446 |
Release | 2013-03-14 |
Genre | Science |
ISBN | 3662028662 |
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.
Aspects and Applications of the Random Walk
Title | Aspects and Applications of the Random Walk PDF eBook |
Author | George Herbert Weiss |
Publisher | Elsevier Science & Technology |
Pages | 388 |
Release | 1994 |
Genre | Computers |
ISBN |
Paperback. Both the formalism and many of the attendant ideas related to the random walk lie at the core of a significant fraction of contemporary research in statistical physics. In the language of physics the random walk can be described as a microscopic model for transport processes which have some element of randomness. The starting point of nearly all analyses of transport in disordered media is to be found in one or another type of random walk model. Mathematical formalism based on the theory of random walks is not only pervasive in a number of areas of physics, but also finds application in many areas of chemistry. The random walk has also been applied to the study of a number of biological phenomena.Despite the obvious importance of random walks in these and other applications there are few books devoted to the subject. This is therefore a timely introduction to the subject which will be welcomed by students and more senior researchers who have
Statistical Mechanics and Random Walks
Title | Statistical Mechanics and Random Walks PDF eBook |
Author | Abram Skogseid |
Publisher | Nova Science Publishers |
Pages | 667 |
Release | 2012-02-01 |
Genre | Mathematics |
ISBN | 9781614709879 |
In this book, the authors gather and present topical research in the study of statistical mechanics and random walk principles and applications. Topics discussed in this compilation include the application of stochastic approaches to modelling suspension flow in porous media; subordinated Gaussian processes; random walk models in biophysical science; non-equilibrium dynamics and diffusion processes; global random walk algorithm for diffusion processes and application of random walks for the analysis of graphs, musical composition and language phylogeny.