Markov Paths Loops And Fields

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Markov Paths, Loops and Fields

Author : Yves Le Jan
Publisher : Springer Science & Business Media
ISBN 13 : 3642212158
Total Pages : 128 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Markov Paths, Loops and Fields by : Yves Le Jan

Download or read book Markov Paths, Loops and Fields written by Yves Le Jan and published by Springer Science & Business Media. This book was released on 2011-07-06 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of these notes is to explore some simple relations between Markovian path and loop measures, the Poissonian ensembles of loops they determine, their occupation fields, uniform spanning trees, determinants, and Gaussian Markov fields such as the free field. These relations are first studied in complete generality for the finite discrete setting, then partly generalized to specific examples in infinite and continuous spaces.

Markov Paths, Loops and Fields

Author : Yves Le Jan
Publisher : Springer
ISBN 13 : 9783642212154
Total Pages : 124 pages
Book Rating : 4.2/5 (121 download)

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Book Synopsis Markov Paths, Loops and Fields by : Yves Le Jan

Download or read book Markov Paths, Loops and Fields written by Yves Le Jan and published by Springer. This book was released on 2011-07-06 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of these notes is to explore some simple relations between Markovian path and loop measures, the Poissonian ensembles of loops they determine, their occupation fields, uniform spanning trees, determinants, and Gaussian Markov fields such as the fre field. These relations are first studied in complete generality for the finite discrete setting, then partly generalized to specific examples in infinite and continuous spaces.

Random Walks and Physical Fields

Author : Yves Le Jan
Publisher : Springer Nature
ISBN 13 : 3031579232
Total Pages : 188 pages
Book Rating : 4.0/5 (315 download)

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Book Synopsis Random Walks and Physical Fields by : Yves Le Jan

Download or read book Random Walks and Physical Fields written by Yves Le Jan and published by Springer Nature. This book was released on with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Intersection Local Times, Loop Soups and Permanental Wick Powers

Author : Yves Le Jan
Publisher : American Mathematical Soc.
ISBN 13 : 1470436957
Total Pages : 92 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Intersection Local Times, Loop Soups and Permanental Wick Powers by : Yves Le Jan

Download or read book Intersection Local Times, Loop Soups and Permanental Wick Powers written by Yves Le Jan and published by American Mathematical Soc.. This book was released on 2017-04-25 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: Several stochastic processes related to transient Lévy processes with potential densities , that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures endowed with a metric . Sufficient conditions are obtained for the continuity of these processes on . The processes include -fold self-intersection local times of transient Lévy processes and permanental chaoses, which are `loop soup -fold self-intersection local times' constructed from the loop soup of the Lévy process. Loop soups are also used to define permanental Wick powers, which generalizes standard Wick powers, a class of -th order Gaussian chaoses. Dynkin type isomorphism theorems are obtained that relate the various processes. Poisson chaos processes are defined and permanental Wick powers are shown to have a Poisson chaos decomposition. Additional properties of Poisson chaos processes are studied and a martingale extension is obtained for many of the processes described above.

Séminaire de Probabilités XLVI

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319119702
Total Pages : 511 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Séminaire de Probabilités XLVI by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités XLVI written by Catherine Donati-Martin and published by Springer. This book was released on 2014-12-29 with total page 511 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.

Topics in Occupation Times and Gaussian Free Fields

Author : Alain-Sol Sznitman
Publisher : European Mathematical Society
ISBN 13 : 9783037191095
Total Pages : 128 pages
Book Rating : 4.1/5 (91 download)

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Book Synopsis Topics in Occupation Times and Gaussian Free Fields by : Alain-Sol Sznitman

Download or read book Topics in Occupation Times and Gaussian Free Fields written by Alain-Sol Sznitman and published by European Mathematical Society. This book was released on 2012 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book grew out of a graduate course at ETH Zurich during the spring 2011 term. It explores various links between such notions as occupation times of Markov chains, Gaussian free fields, Poisson point processes of Markovian loops, and random interlacements, which have been the object of intensive research over the last few years. These notions are developed in the convenient setup of finite weighted graphs endowed with killing measures. This book first discusses elements of continuous-time Markov chains, Dirichlet forms, potential theory, together with some consequences for Gaussian free fields. Next, isomorphism theorems and generalized Ray-Knight theorems, which relate occupation times of Markov chains to Gaussian free fields, are presented. Markovian loops are constructed and some of their key properties derived. The field of occupation times of Poisson point processes of Markovian loops is investigated. Of special interest are its connection to the Gaussian free field, and a formula of Symanzik. Finally, links between random interlacements and Markovian loops are discussed, and some further connections with Gaussian free fields are mentioned.

Séminaire de Probabilités XLVIII

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319444654
Total Pages : 503 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Séminaire de Probabilités XLVIII by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités XLVIII written by Catherine Donati-Martin and published by Springer. This book was released on 2016-11-17 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.

Correlated Random Systems: Five Different Methods

Author : Véronique Gayrard
Publisher : Springer
ISBN 13 : 3319176749
Total Pages : 213 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Correlated Random Systems: Five Different Methods by : Véronique Gayrard

Download or read book Correlated Random Systems: Five Different Methods written by Véronique Gayrard and published by Springer. This book was released on 2015-06-09 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents five different methods recently developed to tackle the large scale behavior of highly correlated random systems, such as spin glasses, random polymers, local times and loop soups and random matrices. These methods, presented in a series of lectures delivered within the Jean-Morlet initiative (Spring 2013), play a fundamental role in the current development of probability theory and statistical mechanics. The lectures were: Random Polymers by E. Bolthausen, Spontaneous Replica Symmetry Breaking and Interpolation Methods by F. Guerra, Derrida's Random Energy Models by N. Kistler, Isomorphism Theorems by J. Rosen and Spectral Properties of Wigner Matrices by B. Schlein. This book is the first in a co-edition between the Jean-Morlet Chair at CIRM and the Springer Lecture Notes in Mathematics which aims to collect together courses and lectures on cutting-edge subjects given during the term of the Jean-Morlet Chair, as well as new material produced in its wake. It is targeted at researchers, in particular PhD students and postdocs, working in probability theory and statistical physics.

Séminaire de Probabilités L

Author : Catherine Donati-Martin
Publisher : Springer Nature
ISBN 13 : 3030285359
Total Pages : 562 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Séminaire de Probabilités L by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités L written by Catherine Donati-Martin and published by Springer Nature. This book was released on 2019-11-19 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.

A Lifetime of Excursions Through Random Walks and Lévy Processes

Author : Loïc Chaumont
Publisher : Springer Nature
ISBN 13 : 3030833097
Total Pages : 354 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis A Lifetime of Excursions Through Random Walks and Lévy Processes by : Loïc Chaumont

Download or read book A Lifetime of Excursions Through Random Walks and Lévy Processes written by Loïc Chaumont and published by Springer Nature. This book was released on 2022-01-01 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Lévy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.

In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius

Author : Maria Eulália Vares
Publisher : Springer Nature
ISBN 13 : 3030607542
Total Pages : 819 pages
Book Rating : 4.0/5 (36 download)

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Book Synopsis In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius by : Maria Eulália Vares

Download or read book In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius written by Maria Eulália Vares and published by Springer Nature. This book was released on 2021-03-25 with total page 819 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a volume in memory of Vladas Sidoravicius who passed away in 2019. Vladas has edited two volumes appeared in this series ("In and Out of Equilibrium") and is now honored by friends and colleagues with research papers reflecting Vladas' interests and contributions to probability theory.

Advances in Disordered Systems, Random Processes and Some Applications

Author : Pierluigi Contucci
Publisher : Cambridge University Press
ISBN 13 : 1316867420
Total Pages : 383 pages
Book Rating : 4.3/5 (168 download)

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Book Synopsis Advances in Disordered Systems, Random Processes and Some Applications by : Pierluigi Contucci

Download or read book Advances in Disordered Systems, Random Processes and Some Applications written by Pierluigi Contucci and published by Cambridge University Press. This book was released on 2016-12-15 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a unified perspective on the study of complex systems for scholars of various disciplines, including mathematics, physics, computer science, biology, economics and social science. The contributions, written by leading scientists, cover a broad set of topics, including new approaches to data science, the connection between scaling limits and conformal field theories, and new ideas on the Legendre duality approach in statistical mechanics of disordered systems. The volume moreover explores results on extreme values of correlated random variables and their connection with the Riemann zeta functions, the relation between diffusion phenomena and complex systems, and the Brownian web, which appears as the universal scaling limit of several probabilistic models. Written for researchers from a broad range of scientific fields, this text examines a selection of recent developments in complex systems from a rigorous perspective.

Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes)

Author : Sirakov Boyan
Publisher : World Scientific
ISBN 13 : 9813272899
Total Pages : 5396 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes) by : Sirakov Boyan

Download or read book Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes) written by Sirakov Boyan and published by World Scientific. This book was released on 2019-02-27 with total page 5396 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Proceedings of the ICM publishes the talks, by invited speakers, at the conference organized by the International Mathematical Union every 4 years. It covers several areas of Mathematics and it includes the Fields Medal and Nevanlinna, Gauss and Leelavati Prizes and the Chern Medal laudatios.

In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319185853
Total Pages : 657 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis In Memoriam Marc Yor - Séminaire de Probabilités XLVII by : Catherine Donati-Martin

Download or read book In Memoriam Marc Yor - Séminaire de Probabilités XLVII written by Catherine Donati-Martin and published by Springer. This book was released on 2015-09-07 with total page 657 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.

Séminaire de Probabilités XLIV

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3642274617
Total Pages : 466 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Séminaire de Probabilités XLIV by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités XLIV written by Catherine Donati-Martin and published by Springer. This book was released on 2012-05-12 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations. Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.

Probability and Statistical Physics in St. Petersburg

Author : V. Sidoravicius
Publisher : American Mathematical Soc.
ISBN 13 : 1470422484
Total Pages : 482 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Probability and Statistical Physics in St. Petersburg by : V. Sidoravicius

Download or read book Probability and Statistical Physics in St. Petersburg written by V. Sidoravicius and published by American Mathematical Soc.. This book was released on 2016-04-28 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings a reader to the cutting edge of several important directions of the contemporary probability theory, which in many cases are strongly motivated by problems in statistical physics. The authors of these articles are leading experts in the field and the reader will get an exceptional panorama of the field from the point of view of scientists who played, and continue to play, a pivotal role in the development of the new methods and ideas, interlinking it with geometry, complex analysis, conformal field theory, etc., making modern probability one of the most vibrant areas in mathematics.

Quantum Theory and Symmetries with Lie Theory and Its Applications in Physics Volume 1

Author : Vladimir Dobrev
Publisher : Springer
ISBN 13 : 9811327157
Total Pages : 427 pages
Book Rating : 4.8/5 (113 download)

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Book Synopsis Quantum Theory and Symmetries with Lie Theory and Its Applications in Physics Volume 1 by : Vladimir Dobrev

Download or read book Quantum Theory and Symmetries with Lie Theory and Its Applications in Physics Volume 1 written by Vladimir Dobrev and published by Springer. This book was released on 2018-11-28 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first volume of proceedings from the joint conference X International Symposium “Quantum Theory and Symmetries” (QTS-X) and XII International Workshop “Lie Theory and Its Applications in Physics” (LT-XII), held on 19–25 June 2017 in Varna, Bulgaria. The QTS series was founded on the core principle that symmetries underlie all descriptions of quantum systems. It has since evolved into a symposium at the forefront of theoretical and mathematical physics. The LT series covers the whole field of Lie theory in its widest sense, together with its applications in many areas of physics. As an interface between mathematics and physics, the workshop serves as a meeting place for mathematicians and theoretical and mathematical physicists. In dividing the material between the two volumes, the Editor has sought to select papers that are more oriented toward mathematics for the first volume, and those focusing more on physics for the second. However, this division is relative, since many papers are equally suitable for either volume. The topics addressed in this volume represent the latest trends in the fields covered by the joint conferences: representation theory, integrability, entanglement, quantum groups, number theory, conformal geometry, quantum affine superalgebras, noncommutative geometry. Further, they present various mathematical results: on minuscule modules, symmetry breaking operators, Kashiwara crystals, meta-conformal invariance, the superintegrable Zernike system.