Random Walks of Infinitely Many Particles

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Publisher : World Scientific
ISBN 13 : 9789810217846
Total Pages : 216 pages
Book Rating : 4.2/5 (178 download)

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Book Synopsis Random Walks of Infinitely Many Particles by : P l R‚v‚sz

Download or read book Random Walks of Infinitely Many Particles written by P l R‚v‚sz and published by World Scientific. This book was released on 1994 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author's previous book, Random Walk in Random and Non-Random Environments, was devoted to the investigation of the Brownian motion of a simple particle. The present book studies the independent motions of infinitely many particles in the d-dimensional Euclidean space Rd. In Part I the particles at time t = 0 are distributed in Rd according to the law of a given random field and they execute independent random walks. Part II is devoted to branching random walks, i.e. to the case where the particles execute random motions and birth and death processes independently. Finally, in Part III, functional laws of iterated logarithms are proved for the cases of independent motions and branching processes.

Random Walks, Brownian Motion, and Interacting Particle Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461204593
Total Pages : 457 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Random Walks, Brownian Motion, and Interacting Particle Systems by : H. Kesten

Download or read book Random Walks, Brownian Motion, and Interacting Particle Systems written by H. Kesten and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Two-Dimensional Random Walk

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Publisher : Cambridge University Press
ISBN 13 : 1108472451
Total Pages : 224 pages
Book Rating : 4.1/5 (84 download)

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Book Synopsis Two-Dimensional Random Walk by : Serguei Popov

Download or read book Two-Dimensional Random Walk written by Serguei Popov and published by Cambridge University Press. This book was released on 2021-03-18 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.

Transport Processes in Porous Media

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Publisher : Springer Science & Business Media
ISBN 13 : 9401136289
Total Pages : 807 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Transport Processes in Porous Media by : Jacob Bear

Download or read book Transport Processes in Porous Media written by Jacob Bear and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 807 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the invited lectures presented during the NATO/ASI conducted in Pullman, Washington, July 9-18, 1989. This is the third in a series of NATO/ASIs on transport phenomena in porous media. The first two, which took place at Newark, Delaware in 1982 and 1985, are devoted to various topics related to the Fundamentals of Transport Processes in Porous Media. The contents of the books resulting from previous NATO/ASIs are given at the end of this book. Transport of extensive quantities such as mass of a fluid phase, mass of chemical species carried by a fluid phase, energy and electric charge in porous media, as encountered in a large variety of engineering disciplines, is an emerging interdisciplinary field. The groundwater flow, the simultaneous flow of gas, oil and water in petroleum reservoirs, the movement and accumulation of pollutants in the saturated and unsaturated subsurface zones, thermal energy storage in reservoirs, land subsidence in response to charges in overburden loads, or to pumping of fluids from underground formations, wave propagation in seismic investigations or as produced by earthquakes, chemical reactors, water flow through sand filters and the movement of fluids through kidneys, may serve as examples of fields in which the theory of transport in porous media is employed.

Probability and Phase Transition

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Publisher : Springer Science & Business Media
ISBN 13 : 9401583269
Total Pages : 334 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Probability and Phase Transition by : G.R. Grimmett

Download or read book Probability and Phase Transition written by G.R. Grimmett and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume describes the current state of knowledge of random spatial processes, particularly those arising in physics. The emphasis is on survey articles which describe areas of current interest to probabilists and physicists working on the probability theory of phase transition. Special attention is given to topics deserving further research. The principal contributions by leading researchers concern the mathematical theory of random walk, interacting particle systems, percolation, Ising and Potts models, spin glasses, cellular automata, quantum spin systems, and metastability. The level of presentation and review is particularly suitable for postgraduate and postdoctoral workers in mathematics and physics, and for advanced specialists in the probability theory of spatial disorder and phase transition.

Mathematical Methods for Hydrodynamic Limits

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Publisher : Springer
ISBN 13 : 3540466363
Total Pages : 204 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Mathematical Methods for Hydrodynamic Limits by : Anna DeMasi

Download or read book Mathematical Methods for Hydrodynamic Limits written by Anna DeMasi and published by Springer. This book was released on 2006-11-14 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Entropy inequalities, correlation functions, couplings between stochastic processes are powerful techniques which have been extensively used to give arigorous foundation to the theory of complex, many component systems and to its many applications in a variety of fields as physics, biology, population dynamics, economics, ... The purpose of the book is to make theseand other mathematical methods accessible to readers with a limited background in probability and physics by examining in detail a few models where the techniques emerge clearly, while extra difficulties arekept to a minimum. Lanford's method and its extension to the hierarchy of equations for the truncated correlation functions, the v-functions, are presented and applied to prove the validity of macroscopic equations forstochastic particle systems which are perturbations of the independent and of the symmetric simple exclusion processes. Entropy inequalities are discussed in the frame of the Guo-Papanicolaou-Varadhan technique and of theKipnis-Olla-Varadhan super exponential estimates, with reference to zero-range models. Discrete velocity Boltzmann equations, reaction diffusion equations and non linear parabolic equations are considered, as limits of particles models. Phase separation phenomena are discussed in the context of Glauber+Kawasaki evolutions and reaction diffusion equations. Although the emphasis is onthe mathematical aspects, the physical motivations are explained through theanalysis of the single models, without attempting, however to survey the entire subject of hydrodynamical limits.

Selected Papers on Probability and Statistics

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Publisher : American Mathematical Soc.
ISBN 13 : 0821848216
Total Pages : 243 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Selected Papers on Probability and Statistics by :

Download or read book Selected Papers on Probability and Statistics written by and published by American Mathematical Soc.. This book was released on 2009 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains translations of papers that originally appeared in the Japanese journal Sugaku. The papers range over a variety of topics in probability theory, statistics, and applications. This volume is suitable for graduate students and research mathematicians interested in probability and statistics.

Particle Systems, Random Media and Large Deviations

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Publisher : American Mathematical Soc.
ISBN 13 : 0821850423
Total Pages : 394 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Particle Systems, Random Media and Large Deviations by : Richard Durrett

Download or read book Particle Systems, Random Media and Large Deviations written by Richard Durrett and published by American Mathematical Soc.. This book was released on 1985 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Spatial Branching In Random Environments And With Interaction

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Publisher : World Scientific
ISBN 13 : 9814569852
Total Pages : 286 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Spatial Branching In Random Environments And With Interaction by : Janos Englander

Download or read book Spatial Branching In Random Environments And With Interaction written by Janos Englander and published by World Scientific. This book was released on 2014-11-20 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique volume discusses some recent developments in the theory of spatial branching processes and superprocesses, with special emphasis on spines, Laws of Large Numbers, interactions and random media.Although this book is mainly written for mathematicians, the models discussed are relevant to certain models in population biology, and are thus hopefully interesting to the applied mathematician/biologist as well.The necessary background material in probability and analysis is provided in a comprehensive introductory chapter. Historical notes and several exercises are provided to complement each chapter.

PROBABILITY AND STATISTICS - Volume I

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Publisher : EOLSS Publications
ISBN 13 : 1848260520
Total Pages : 410 pages
Book Rating : 4.8/5 (482 download)

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Book Synopsis PROBABILITY AND STATISTICS - Volume I by : Reinhard Viertl

Download or read book PROBABILITY AND STATISTICS - Volume I written by Reinhard Viertl and published by EOLSS Publications. This book was released on 2009-06-11 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability and Statistics theme is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme with contributions from distinguished experts in the field, discusses Probability and Statistics. Probability is a standard mathematical concept to describe stochastic uncertainty. Probability and Statistics can be considered as the two sides of a coin. They consist of methods for modeling uncertainty and measuring real phenomena. Today many important political, health, and economic decisions are based on statistics. This theme is structured in five main topics: Probability and Statistics; Probability Theory; Stochastic Processes and Random Fields; Probabilistic Models and Methods; Foundations of Statistics, which are then expanded into multiple subtopics, each as a chapter. These three volumes are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers and NGOs

Multiparameter Processes

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Publisher : Springer Science & Business Media
ISBN 13 : 0387216316
Total Pages : 590 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Multiparameter Processes by : Davar Khoshnevisan

Download or read book Multiparameter Processes written by Davar Khoshnevisan and published by Springer Science & Business Media. This book was released on 2006-04-10 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: Self-contained presentation: from elementary material to state-of-the-art research; Much of the theory in book-form for the first time; Connections are made between probability and other areas of mathematics, engineering and mathematical physics

Classical and Discrete Functional Analysis with Measure Theory

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Publisher : Cambridge University Press
ISBN 13 : 1009234331
Total Pages : pages
Book Rating : 4.0/5 (92 download)

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Book Synopsis Classical and Discrete Functional Analysis with Measure Theory by : Martin Buntinas

Download or read book Classical and Discrete Functional Analysis with Measure Theory written by Martin Buntinas and published by Cambridge University Press. This book was released on 2022-01-20 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Functional analysis deals with infinite-dimensional spaces. Its results are among the greatest achievements of modern mathematics and it has wide-reaching applications to probability theory, statistics, economics, classical and quantum physics, chemistry, engineering, and pure mathematics. This book deals with measure theory and discrete aspects of functional analysis, including Fourier series, sequence spaces, matrix maps, and summability. Based on the author's extensive teaching experience, the text is accessible to advanced undergraduate and first-year graduate students. It can be used as a basis for a one-term course or for a one-year sequence, and is suitable for self-study for readers with an undergraduate-level understanding of real analysis and linear algebra. More than 750 exercises are included to help the reader test their understanding. Key background material is summarized in the Preliminaries.

Percolation Theory and Ergodic Theory of Infinite Particle Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461387345
Total Pages : 322 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Percolation Theory and Ergodic Theory of Infinite Particle Systems by : Harry Kesten

Download or read book Percolation Theory and Ergodic Theory of Infinite Particle Systems written by Harry Kesten and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Random Walk and the Heat Equation

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Publisher : American Mathematical Soc.
ISBN 13 : 0821848291
Total Pages : 170 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Random Walk and the Heat Equation by : Gregory F. Lawler

Download or read book Random Walk and the Heat Equation written by Gregory F. Lawler and published by American Mathematical Soc.. This book was released on 2010-11-22 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation and considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equations and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. This first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For example, solving the heat equation in the discrete setting becomes a problem of diagonalization of symmetric matrices, which becomes a problem in Fourier series in the continuous case. Random walk and Brownian motion are introduced and developed from first principles. The latter two chapters discuss different topics: martingales and fractal dimension, with the chapters tied together by one example, a random Cantor set. The idea of this book is to merge probabilistic and deterministic approaches to heat flow. It is also intended as a bridge from undergraduate analysis to graduate and research perspectives. The book is suitable for advanced undergraduates, particularly those considering graduate work in mathematics or related areas.

Introduction to Stochastic Models

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Publisher : John Wiley & Sons
ISBN 13 : 1118623525
Total Pages : 258 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Introduction to Stochastic Models by : Marius Iosifescu

Download or read book Introduction to Stochastic Models written by Marius Iosifescu and published by John Wiley & Sons. This book was released on 2013-03-04 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a pedagogical examination of the way in which stochastic models are encountered in applied sciences and techniques such as physics, engineering, biology and genetics, economics and social sciences. It covers Markov and semi-Markov models, as well as their particular cases: Poisson, renewal processes, branching processes, Ehrenfest models, genetic models, optimal stopping, reliability, reservoir theory, storage models, and queuing systems. Given this comprehensive treatment of the subject, students and researchers in applied sciences, as well as anyone looking for an introduction to stochastic models, will find this title of invaluable use.

Limit Theorems For Associated Random Fields And Related Systems

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Publisher : World Scientific
ISBN 13 : 9814474576
Total Pages : 447 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Limit Theorems For Associated Random Fields And Related Systems by : Alexander Bulinski

Download or read book Limit Theorems For Associated Random Fields And Related Systems written by Alexander Bulinski and published by World Scientific. This book was released on 2007-09-05 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

Groups, Graphs and Random Walks

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Publisher : Cambridge University Press
ISBN 13 : 1316604403
Total Pages : 539 pages
Book Rating : 4.3/5 (166 download)

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Book Synopsis Groups, Graphs and Random Walks by : Tullio Ceccherini-Silberstein

Download or read book Groups, Graphs and Random Walks written by Tullio Ceccherini-Silberstein and published by Cambridge University Press. This book was released on 2017-06-29 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date, panoramic account of the theory of random walks on groups and graphs, outlining connections with various mathematical fields.