An Introduction to Random Interlacements

An Introduction to Random Interlacements

Author: Alexander Drewitz

Publisher: Springer

Published: 2014-05-06

Total Pages: 124

ISBN-13: 3319058525

DOWNLOAD EBOOK

This book gives a self-contained introduction to the theory of random interlacements. The intended reader of the book is a graduate student with a background in probability theory who wants to learn about the fundamental results and methods of this rapidly emerging field of research. The model was introduced by Sznitman in 2007 in order to describe the local picture left by the trace of a random walk on a large discrete torus when it runs up to times proportional to the volume of the torus. Random interlacements is a new percolation model on the d-dimensional lattice. The main results covered by the book include the full proof of the local convergence of random walk trace on the torus to random interlacements and the full proof of the percolation phase transition of the vacant set of random interlacements in all dimensions. The reader will become familiar with the techniques relevant to working with the underlying Poisson Process and the method of multi-scale renormalization, which helps in overcoming the challenges posed by the long-range correlations present in the model. The aim is to engage the reader in the world of random interlacements by means of detailed explanations, exercises and heuristics. Each chapter ends with short survey of related results with up-to date pointers to the literature.


In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius

In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius

Author: Maria Eulália Vares

Publisher: Springer Nature

Published: 2021-03-25

Total Pages: 819

ISBN-13: 3030607542

DOWNLOAD EBOOK

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.


Two-Dimensional Random Walk

Two-Dimensional Random Walk

Author: Serguei Popov

Publisher: Cambridge University Press

Published: 2021-03-18

Total Pages: 225

ISBN-13: 1108591124

DOWNLOAD EBOOK

The main subject of this introductory book is simple random walk on the integer lattice, with special attention to the two-dimensional case. This fascinating mathematical object is the point of departure for an intuitive and richly illustrated tour of related topics at the active edge of research. It starts with three different proofs of the recurrence of the two-dimensional walk, via direct combinatorial arguments, electrical networks, and Lyapunov functions. After reviewing some relevant potential-theoretic tools, the reader is guided toward the relatively new topic of random interlacements - which can be viewed as a 'canonical soup' of nearest-neighbour loops through infinity - again with emphasis on two dimensions. On the way, readers will visit conditioned simple random walks - which are the 'noodles' in the soup - and also discover how Poisson processes of infinite objects are constructed and review the recently introduced method of soft local times. Each chapter ends with many exercises, making it suitable for courses and independent study.


Progress in High-Dimensional Percolation and Random Graphs

Progress in High-Dimensional Percolation and Random Graphs

Author: Markus Heydenreich

Publisher: Springer

Published: 2017-11-22

Total Pages: 285

ISBN-13: 3319624733

DOWNLOAD EBOOK

This text presents an engaging exposition of the active field of high-dimensional percolation that will likely provide an impetus for future work. With over 90 exercises designed to enhance the reader’s understanding of the material, as well as many open problems, the book is aimed at graduate students and researchers who wish to enter the world of this rich topic. The text may also be useful in advanced courses and seminars, as well as for reference and individual study. Part I, consisting of 3 chapters, presents a general introduction to percolation, stating the main results, defining the central objects, and proving its main properties. No prior knowledge of percolation is assumed. Part II, consisting of Chapters 4–9, discusses mean-field critical behavior by describing the two main techniques used, namely, differential inequalities and the lace expansion. In Parts I and II, all results are proved, making this the first self-contained text discussing high-dime nsional percolation. Part III, consisting of Chapters 10–13, describes recent progress in high-dimensional percolation. Partial proofs and substantial overviews of how the proofs are obtained are given. In many of these results, the lace expansion and differential inequalities or their discrete analogues are central. Part IV, consisting of Chapters 14–16, features related models and further open problems, with a focus on the big picture.


Probability on Trees and Networks

Probability on Trees and Networks

Author: Russell Lyons

Publisher: Cambridge University Press

Published: 2017-01-20

Total Pages: 1023

ISBN-13: 1316785335

DOWNLOAD EBOOK

Starting around the late 1950s, several research communities began relating the geometry of graphs to stochastic processes on these graphs. This book, twenty years in the making, ties together research in the field, encompassing work on percolation, isoperimetric inequalities, eigenvalues, transition probabilities, and random walks. Written by two leading researchers, the text emphasizes intuition, while giving complete proofs and more than 850 exercises. Many recent developments, in which the authors have played a leading role, are discussed, including percolation on trees and Cayley graphs, uniform spanning forests, the mass-transport technique, and connections on random walks on graphs to embedding in Hilbert space. This state-of-the-art account of probability on networks will be indispensable for graduate students and researchers alike.


Lectures on the Poisson Process

Lectures on the Poisson Process

Author: Günter Last

Publisher: Cambridge University Press

Published: 2017-10-26

Total Pages: 315

ISBN-13: 1107088011

DOWNLOAD EBOOK

A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.


Groups, Graphs and Random Walks

Groups, Graphs and Random Walks

Author: Tullio Ceccherini-Silberstein

Publisher: Cambridge University Press

Published: 2017-06-29

Total Pages: 539

ISBN-13: 1316604403

DOWNLOAD EBOOK

An up-to-date, panoramic account of the theory of random walks on groups and graphs, outlining connections with various mathematical fields.


Correlated Random Systems: Five Different Methods

Correlated Random Systems: Five Different Methods

Author: Véronique Gayrard

Publisher: Springer

Published: 2015-06-09

Total Pages: 213

ISBN-13: 3319176749

DOWNLOAD EBOOK

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.


Markov Processes, Gaussian Processes, and Local Times

Markov Processes, Gaussian Processes, and Local Times

Author: Michael B. Marcus

Publisher: Cambridge University Press

Published: 2006-07-24

Total Pages: 4

ISBN-13: 1139458833

DOWNLOAD EBOOK

This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.


Applied Stochastic Differential Equations

Applied Stochastic Differential Equations

Author: Simo Särkkä

Publisher: Cambridge University Press

Published: 2019-05-02

Total Pages: 327

ISBN-13: 1316510085

DOWNLOAD EBOOK

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.