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 : 4.90/5 ( download)

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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.

Author : Yves Le Jan
Publisher : Springer Nature
ISBN 13 : 3031579232
Total Pages : 188 pages
Book Rating : 4.33/5 ( download)

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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:

Author : Gregory F. Lawler
Publisher : American Mathematical Society
ISBN 13 : 1470467666
Total Pages : 215 pages
Book Rating : 4.61/5 ( download)

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Download or read book Random Explorations written by Gregory F. Lawler and published by American Mathematical Society. This book was released on 2022-12-06 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: The title “Random Explorations” has two meanings. First, a few topics of advanced probability are deeply explored. Second, there is a recurring theme of analyzing a random object by exploring a random path. This book is an outgrowth of lectures by the author in the University of Chicago Research Experiences for Undergraduate (REU) program in 2020. The idea of the course was to expose advanced undergraduates to ideas in probability research. The book begins with Markov chains with an emphasis on transient or killed chains that have finite Green's function. This function, and its inverse called the Laplacian, is discussed next to relate two objects that arise in statistical physics, the loop-erased random walk (LERW) and the uniform spanning tree (UST). A modern approach is used including loop measures and soups. Understanding these approaches as the system size goes to infinity requires a deep understanding of the simple random walk so that is studied next, followed by a look at the infinite LERW and UST. Another model, the Gaussian free field (GFF), is introduced and related to loop measure. The emphasis in the book is on discrete models, but the final chapter gives an introduction to the continuous objects: Brownian motion, Brownian loop measures and soups, Schramm-Loewner evolution (SLE), and the continuous Gaussian free field. A number of exercises scattered throughout the text will help a serious reader gain better understanding of the material.

Author : Alexander Drewitz
Publisher : Springer
ISBN 13 : 3319058525
Total Pages : 124 pages
Book Rating : 4.28/5 ( download)

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Download or read book An Introduction to Random Interlacements written by Alexander Drewitz and published by Springer. This book was released on 2014-05-06 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Anton Bovier
Publisher : Springer
ISBN 13 : 3319193392
Total Pages : 254 pages
Book Rating : 4.97/5 ( download)

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Download or read book Random Walks, Random Fields, and Disordered Systems written by Anton Bovier and published by Springer. This book was released on 2015-09-21 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems, a detailed analysis of weakly self-avoiding random walks in four spatial dimensions via methods of field theory and the renormalization group, a study of phase transitions in disordered discrete structures using a rigorous version of the cavity method, a survey of recent work on interacting polymers in the ballisticity regime and, finally, a treatise on two-dimensional loop-soup models and their connection to conformally invariant systems and the Gaussian Free Field. The notes are aimed at early graduate students with a modest background in probability and mathematical physics, although they could also be enjoyed by seasoned researchers interested in learning about recent advances in the above fields.

Author : Maria Eulália Vares
Publisher : Springer Nature
ISBN 13 : 3030607542
Total Pages : 819 pages
Book Rating : 4.48/5 ( download)

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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.

Author : Serguei Popov
Publisher : Cambridge University Press
ISBN 13 : 1108591124
Total Pages : 225 pages
Book Rating : 4.26/5 ( download)

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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 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Pierluigi Contucci
Publisher : Cambridge University Press
ISBN 13 : 1316867420
Total Pages : 383 pages
Book Rating : 4.26/5 ( download)

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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.

Author : Markus Heydenreich
Publisher : Springer
ISBN 13 : 3319624733
Total Pages : 285 pages
Book Rating : 4.30/5 ( download)

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Download or read book Progress in High-Dimensional Percolation and Random Graphs written by Markus Heydenreich and published by Springer. This book was released on 2017-11-22 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : V. Sidoravicius
Publisher : American Mathematical Soc.
ISBN 13 : 1470422484
Total Pages : 471 pages
Book Rating : 4.86/5 ( download)

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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 471 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.