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| Author | : Simon Tavaré |
| Publisher | : Springer |
| Total Pages | : 316 |
| Release | : 2004-01-30 |
| Genre | : Mathematics |
| ISBN | : 3540398740 |
Download Lectures on Probability Theory and Statistics Book in PDF, ePub and Kindle
This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). Simon Tavaré’s lectures serve as an introduction to the coalescent, and to inference for ancestral processes in population genetics. The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. Ofer Zeitouni’s course on "Random Walks in Random Environment" presents systematically the tools that have been introduced to study the model. A fairly complete description of available results in dimension 1 is given. For higher dimension, the basic techniques and a discussion of some of the available results are provided. The contribution also includes an updated annotated bibliography and suggestions for further reading. Olivier Catoni's course appears separately.
| Author | : Barry D. Hughes |
| Publisher | : Oxford University Press on Demand |
| Total Pages | : 550 |
| Release | : 1995 |
| Genre | : Mathematics |
| ISBN | : 9780198537892 |
Download Random Walks and Random Environments: Random environments Book in PDF, ePub and Kindle
This is the second volume of a two-volume work devoted to probability theory in physical chemistry, and engineering. Rather than dealing explicitly with the idea of an ongoing random walk, with each chaotic step taking place at fixed time intervals, this volume addresses random environments-- models in which the disorder is frozen in space. It begins with an introduction to the geometry of random environments, emphasizing Bernoulli percolation models. The scope of the investigation then widens as we ask how structural disorder affects the transport process. The final chapters confront the interplay of two different forms of randomness; spatial randomness frozen into the environment and temporal randomness associated with the choices for next steps made by a random walker. The book ends with a discussion of "the ant in the labyrinth" problems and an extensive bibliography that, along with the rest of the material, will be of value to researchers in physics, mathematics, and chemical engineering.
| Author | : Takashi Kumagai |
| Publisher | : Springer |
| Total Pages | : 147 |
| Release | : 2014-01-25 |
| Genre | : Mathematics |
| ISBN | : 331903152X |
Download Random Walks on Disordered Media and their Scaling Limits Book in PDF, ePub and Kindle
In these lecture notes, we will analyze the behavior of random walk on disordered media by means of both probabilistic and analytic methods, and will study the scaling limits. We will focus on the discrete potential theory and how the theory is effectively used in the analysis of disordered media. The first few chapters of the notes can be used as an introduction to discrete potential theory. Recently, there has been significant progress on the theory of random walk on disordered media such as fractals and random media. Random walk on a percolation cluster(‘the ant in the labyrinth’)is one of the typical examples. In 1986, H. Kesten showed the anomalous behavior of a random walk on a percolation cluster at critical probability. Partly motivated by this work, analysis and diffusion processes on fractals have been developed since the late eighties. As a result, various new methods have been produced to estimate heat kernels on disordered media. These developments are summarized in the notes.
| Author | : Serguei Popov |
| Publisher | : Cambridge University Press |
| Total Pages | : 224 |
| Release | : 2021-03-18 |
| Genre | : Mathematics |
| ISBN | : 1108472451 |
Download Two-Dimensional Random Walk Book in PDF, ePub and Kindle
A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.
| Author | : Peter G. Doyle |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 159 |
| Release | : 1984-12-31 |
| Genre | : Electric network topology |
| ISBN | : 1614440220 |
Download Random Walks and Electric Networks Book in PDF, ePub and Kindle
Probability theory, like much of mathematics, is indebted to physics as a source of problems and intuition for solving these problems. Unfortunately, the level of abstraction of current mathematics often makes it difficult for anyone but an expert to appreciate this fact. Random Walks and electric networks looks at the interplay of physics and mathematics in terms of an example—the relation between elementary electric network theory and random walks —where the mathematics involved is at the college level.
| Author | : George Herbert Weiss |
| Publisher | : Elsevier Science & Technology |
| Total Pages | : 388 |
| Release | : 1994 |
| Genre | : Computers |
| ISBN | : |
Download Aspects and Applications of the Random Walk Book in PDF, ePub and Kindle
Paperback. Both the formalism and many of the attendant ideas related to the random walk lie at the core of a significant fraction of contemporary research in statistical physics. In the language of physics the random walk can be described as a microscopic model for transport processes which have some element of randomness. The starting point of nearly all analyses of transport in disordered media is to be found in one or another type of random walk model. Mathematical formalism based on the theory of random walks is not only pervasive in a number of areas of physics, but also finds application in many areas of chemistry. The random walk has also been applied to the study of a number of biological phenomena.Despite the obvious importance of random walks in these and other applications there are few books devoted to the subject. This is therefore a timely introduction to the subject which will be welcomed by students and more senior researchers who have
| Author | : Francis Comets |
| Publisher | : Springer |
| Total Pages | : 199 |
| Release | : 2017-01-26 |
| Genre | : Mathematics |
| ISBN | : 3319504878 |
Download Directed Polymers in Random Environments Book in PDF, ePub and Kindle
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.
| Author | : Frederick Charles Solomon |
| Publisher | : |
| Total Pages | : 162 |
| Release | : 1972 |
| Genre | : Random walks (Mathematics) |
| ISBN | : |
Download Random Walks in a Random Environment Book in PDF, ePub and Kindle
| Author | : A. A. Borovkov |
| Publisher | : Cambridge University Press |
| Total Pages | : 437 |
| Release | : 2020-10-29 |
| Genre | : Mathematics |
| ISBN | : 1108901204 |
Download Asymptotic Analysis of Random Walks Book in PDF, ePub and Kindle
This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time.
| Author | : Mikhail Menshikov |
| Publisher | : Cambridge University Press |
| Total Pages | : 423 |
| Release | : 2016-12-22 |
| Genre | : Mathematics |
| ISBN | : 1316867366 |
Download Non-homogeneous Random Walks Book in PDF, ePub and Kindle
Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.
