Stochastic Analysis on Large Scale Interacting Systems
Stochastic Analysis on Large Scale Interacting Systems

Author: Kyōto Daigaku. Kiso Butsurigaku Kenkyūjo. Conference

Publisher: Virago Press

Published: 2004

Total Pages: 416

ISBN-13:

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This volume is a collection of 15 research and survey papers written by the speakers from two international conferences held in Japan, The 11th Mathematical Society of Japan International Research Institute's Stochastic Analysis on Large Scale Interacting Systems and Stochastic Analysis and Statistical Mechanics. Topics discussed in the volume cover the hydrodynamic limit, fluctuations, large deviations, spectral gap (Poincare inequality), logarithmic Sobolev inequality, Ornstein-Zernike asymptotics, random environments, determinantal expressions for systems including exclusion processes (stochastic lattice gas, Kawasaki dynamics), zero range processes, interacting Brownian particles, random walks, self-avoiding walks, Ginzburg-Landau model, interface models, Ising model, Widom-Rowlinson model, directed polymers, random matrices, Dyson's model, and more. The material is suitable for graduate students and researchers interested in probability theory, stochastic processes, and statistical mechanics.

Large Scale Dynamics of Interacting Particles
Large Scale Dynamics of Interacting Particles

Author: Herbert Spohn

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 346

ISBN-13: 3642843719

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This book deals with one of the fundamental problems of nonequilibrium statistical mechanics: the explanation of large-scale dynamics (evolution differential equations) from models of a very large number of interacting particles. This book addresses both researchers and students. Much of the material presented has never been published in book-form before.

Selected Papers on Probability and Statistics
Selected Papers on Probability and Statistics

Author:

Publisher: American Mathematical Soc.

Published: 2009

Total Pages: 243

ISBN-13: 0821848216

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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.

Stochastic Interacting Systems: Contact, Voter and Exclusion Processes
Stochastic Interacting Systems: Contact, Voter and Exclusion Processes

Author: Thomas M. Liggett

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 346

ISBN-13: 3662039907

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Interactive particle systems is a branch of probability theory with close connections to mathematical physics and mathematical biology. This book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. It explains and develops many of the most useful techniques in the field.

Author:

Publisher: World Scientific

Published:

Total Pages: 1131

ISBN-13:

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Lectures on Probability Theory and Statistics
Lectures on Probability Theory and Statistics

Author: Amir Dembo

Publisher: Springer Science & Business Media

Published: 2005-11-03

Total Pages: 300

ISBN-13: 9783540260691

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This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo’s course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funaki’s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.

Recent Developments in Stochastic Analysis and Related Topics
Recent Developments in Stochastic Analysis and Related Topics

Author: Sergio Albeverio

Publisher: World Scientific

Published: 2004

Total Pages: 471

ISBN-13: 9812561048

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This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings? (ISTP? / ISI Proceedings)? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences

Probability and Analysis in Interacting Physical Systems
Probability and Analysis in Interacting Physical Systems

Author: Peter Friz

Publisher: Springer

Published: 2019-05-24

Total Pages: 303

ISBN-13: 303015338X

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This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop held at the Technical University of Berlin, 15–19 August, 2016. This volume contains ten research articles authored by several of Varadhan's former PhD students or close collaborators. The topics of the contributions are more or less closely linked with some of Varadhan's deepest interests over the decades: large deviations, Markov processes, interacting particle systems, motions in random media and homogenization, reaction-diffusion equations, and directed last-passage percolation. The articles present original research on some of the most discussed current questions at the boundary between analysis and probability, with an impact on understanding phenomena in physics. This collection will be of great value to researchers with an interest in models of probability-based statistical mechanics.

Analysis and Stochastics of Growth Processes and Interface Models
Analysis and Stochastics of Growth Processes and Interface Models

Author: Peter Mörters

Publisher: OUP Oxford

Published: 2008-07-24

Total Pages: 348

ISBN-13: 019155359X

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This book is a collection of topical survey articles by leading researchers in the fields of applied analysis and probability theory, working on the mathematical description of growth phenomena. Particular emphasis is on the interplay of the two fields, with articles by analysts being accessible for researchers in probability, and vice versa. Mathematical methods discussed in the book comprise large deviation theory, lace expansion, harmonic multi-scale techniques and homogenisation of partial differential equations. Models based on the physics of individual particles are discussed alongside models based on the continuum description of large collections of particles, and the mathematical theories are used to describe physical phenomena such as droplet formation, Bose-Einstein condensation, Anderson localization, Ostwald ripening, or the formation of the early universe. The combination of articles from the two fields of analysis and probability is highly unusual and makes this book an important resource for researchers working in all areas close to the interface of these fields.

Statistical Mechanics of Classical and Disordered Systems
Statistical Mechanics of Classical and Disordered Systems

Author: Véronique Gayrard

Publisher: Springer Nature

Published: 2019-09-15

Total Pages: 281

ISBN-13: 3030290778

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These proceedings of the conference Advances in Statistical Mechanics, held in Marseille, France, August 2018, focus on fundamental issues of equilibrium and non-equilibrium dynamics for classical mechanical systems, as well as on open problems in statistical mechanics related to probability, mathematical physics, computer science, and biology. Statistical mechanics, as envisioned more than a century ago by Boltzmann, Maxwell and Gibbs, has recently undergone stunning twists and developments which have turned this old discipline into one of the most active areas of truly interdisciplinary and cutting-edge research. The contributions to this volume, with their rather unique blend of rigorous mathematics and applications, outline the state-of-the-art of this success story in key subject areas of equilibrium and non-equilibrium classical and quantum statistical mechanics of both disordered and non-disordered systems. Aimed at researchers in the broad field of applied modern probability theory, this book, and in particular the review articles, will also be of interest to graduate students looking for a gentle introduction to active topics of current research.