Brownian Motion, Obstacles and Random Media

Author: Alain-Sol Sznitman

Publisher: Springer Science & Business Media

ISBN: 3662112817

Category: Mathematics

Page: 357

View: 7672

This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Dynamics and Randomness II

Author: Alejandro Maass,Servet Martínez,Jaime San Martín

Publisher: Springer Science & Business Media

ISBN: 9781402019906

Category: Mathematics

Page: 228

View: 4877

Directed Polymers in Random Environments

École d'Été de Probabilités de Saint-Flour XLVI – 2016

Author: Francis Comets

Publisher: Springer

ISBN: 3319504878

Category: Mathematics

Page: 216

View: 8734

Analyzing the phase transition from diffusive to localized behavior in a model of directed polymers in a random environment, this volume places particular emphasis on the localization phenomenon. The main questionis: What does the path of a random walk look like if rewards and penalties are spatially randomly distributed?This model, which provides a simplified version of stretched elastic chains pinned by random impurities, has attracted much research activity, but it (and its relatives) still holds many secrets, especially in high dimensions. It has non-gaussian scaling limits and it belongs to the so-called KPZ universality class when the space is one-dimensional. Adopting a Gibbsian approach, using general and powerful tools from probability theory, the discrete model is studied in full generality. Presenting the state-of-the art from different perspectives, and written in the form of a first course on the subject, this monograph is aimed at researchers in probability or statistical physics, but is also accessible to masters and Ph.D. students.

Random Operators

Author: Michael Aizenman,Simone Warzel

Publisher: American Mathematical Soc.

ISBN: 1470419130

Category: Functional analysis -- Miscellaneous applications of functional analysis -- Applications in quantum physics

Page: 326

View: 604

This book provides an introduction to the mathematical theory of disorder effects on quantum spectra and dynamics. Topics covered range from the basic theory of spectra and dynamics of self-adjoint operators through Anderson localization--presented here via the fractional moment method, up to recent results on resonant delocalization. The subject's multifaceted presentation is organized into seventeen chapters, each focused on either a specific mathematical topic or on a demonstration of the theory's relevance to physics, e.g., its implications for the quantum Hall effect. The mathematical chapters include general relations of quantum spectra and dynamics, ergodicity and its implications, methods for establishing spectral and dynamical localization regimes, applications and properties of the Green function, its relation to the eigenfunction correlator, fractional moments of Herglotz-Pick functions, the phase diagram for tree graph operators, resonant delocalization, the spectral statistics conjecture, and related results. The text incorporates notes from courses that were presented at the authors' respective institutions and attended by graduate students and postdoctoral researchers.

Stochastic Analysis on Large Scale Interacting Systems

Author: Tadahisa Funaki,Hirofumi Osada

Publisher: Mathematical Soc of Japan

ISBN: N.A

Category: Mathematics

Page: 395

View: 7380

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.

Annales de l'I.H.P.

Probabilités et statistiques

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Probabilities

Page: N.A

View: 8702

Wahrscheinlichkeitstheorie und Stochastische Prozesse

Author: Michael Mürmann

Publisher: Springer-Verlag

ISBN: 364238160X

Category: Mathematics

Page: 428

View: 5083

Dieses Lehrbuch beschäftigt sich mit den zentralen Gebieten einer maßtheoretisch orientierten Wahrscheinlichkeitstheorie im Umfang einer zweisemestrigen Vorlesung. Nach den Grundlagen werden Grenzwertsätze und schwache Konvergenz behandelt. Es folgt die Darstellung und Betrachtung der stochastischen Abhängigkeit durch die bedingte Erwartung, die mit der Radon-Nikodym-Ableitung realisiert wird. Sie wird angewandt auf die Theorie der stochastischen Prozesse, die nach der allgemeinen Konstruktion aus der Untersuchung von Martingalen und Markov-Prozessen besteht. Neu in einem Lehrbuch über allgemeine Wahrscheinlichkeitstheorie ist eine Einführung in die stochastische Analysis von Semimartingalen auf der Grundlage einer geeigneten Stetigkeitsbedingung mit Anwendungen auf die Theorie der Finanzmärkte. Das Buch enthält zahlreiche Übungen, teilweise mit Lösungen. Neben der Theorie vertiefen Anmerkungen, besonders zu mathematischen Modellen für Phänomene der Realität, das Verständnis.​

Random Polymers

Author: Frank Hollander

Publisher: Springer Science & Business Media

ISBN: 364200332X

Category: Mathematics

Page: 258

View: 9491

Polymer chains that interact with themselves and/or their environment display a range of physical and chemical phenomena. This text focuses on the mathematical description of some of these phenomena, offering a mathematical panorama of polymer chains.

Stochastic Integrals

An Introduction

Author: Heinrich von Weizsäcker

Publisher: Springer-Verlag

ISBN: 3663139239

Category: Mathematics

Page: 332

View: 5763

Dirichlet Forms and Analysis on Wiener Space

Author: Nicolas Bouleau,Francis Hirsch

Publisher: Walter de Gruyter

ISBN: 311085838X

Category: Mathematics

Page: 335

View: 8774

The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic properties. They do not mention the relation with Markov processes or stochastic calculus as discussed in usual books (e.g. Fukushima’s book). Even on analytic properties, instead of mentioning the Beuring-Deny formula, they discuss “carré du champ” operators introduced by Meyer and Bakry very carefully. Although they discuss when this “carré du champ” operator exists in general situation, the conditions they gave are rather hard to verify, and so they verify them in the case of Ornstein-Uhlenbeck operator in Wiener space later. (It should be noticed that one can easily show the existence of “carré du champ” operator in this case by using Shigekawa’s H-derivative.) In the part on Malliavin calculus, the authors mainly discuss the absolute continuity of the probability law of Wiener functionals. The Dirichlet form corresponds to the first derivative only, and so it is not easy to consider higher order derivatives in this framework. This is the reason why they discuss only the first step of Malliavin calculus. On the other hand, they succeeded to deal with some delicate problems (the absolute continuity of the probability law of the solution to stochastic differential equations with Lipschitz continuous coefficients, the domain of stochastic integrals (Itô-Ramer-Skorokhod integrals), etc.). This book focuses on the abstract structure of Dirichlet forms and Malliavin calculus rather than their applications. However, the authors give a lot of exercises and references and they may help the reader to study other topics which are not discussed in this book. Zentralblatt Math, Reviewer: S.Kusuoka (Hongo)

Verkehrsdynamik und -simulation

Daten, Modelle und Anwendungen der Verkehrsflussdynamik

Author: Martin Treiber,Arne Kesting

Publisher: Springer-Verlag

ISBN: 9783642052286

Category: Science

Page: 368

View: 6668

Das Lehrbuch liefert eine umfassende Darstellung der Modellierung und Dynamik des Straßenverkehrs. Es erschließt Studierenden ein Gebiet, das bisher nur in der englischsprachigen Originalliteratur dargestellt wurde. Aktuelle Anwendungen in Bereichen wie Verkehrsmanagement, Fahrer-Assistenzsysteme oder Verkehrstelematik stellen den Praxisbezug her, zahlreiche Abbildungen und Übungsaufgaben vertiefen das Verständnis. Das Buch richtet sich an Physik- und Verkehrsingenieurstudenten sowie Studierende der Informatik, Mathematik und technischer Richtungen.

Börsenerfolg ist kein Zufall

die besten Investmentstrategien für das neue Jahrtausend

Author: Burton G. Malkiel

Publisher: FinanzBuch Verlag

ISBN: 9783932114342

Category: Investments

Page: 411

View: 3008

Vito Volterra

Author: Angelo Guerraggio,Giovanni Paoloni

Publisher: Springer-Verlag

ISBN: 3034800819

Category: Mathematics

Page: 230

View: 9819

Der Mathematiker Vito Volterra (1860 – 1940) war nicht nur ein großer Mathematiker, sondern auch ein guter Wissenschaftsorganisator. Über Jahrzehnte galt er als der bedeutendste Repräsentant der Wissenschaft in Italien. Die Autoren rekonstruieren seine wichtigsten Beiträge zur Wissenschaft und zur Entwicklung der wissenschaftlichen Institutionen in Italien und der Welt: von der Entwicklung der Funktionalanalysis über die Untersuchung der Populationsdynamik bis zu seiner Lehrtätigkeit und der Gründung des staatlichen italienischen Forschungsrates.

A Course on Rough Paths

With an Introduction to Regularity Structures

Author: Peter K. Friz,Martin Hairer

Publisher: N.A

ISBN: 9783319083339

Category:

Page: 268

View: 4316