Download or read book Disorder and Critical Phenomena Through Basic Probability Models written by Giambattista Giacomin and published by Springer. This book was released on 2011-07-16 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding the effect of disorder on critical phenomena is a central issue in statistical mechanics. In probabilistic terms: what happens if we perturb a system exhibiting a phase transition by introducing a random environment? The physics community has approached this very broad question by aiming at general criteria that tell whether or not the addition of disorder changes the critical properties of a model: some of the predictions are truly striking and mathematically challenging. We approach this domain of ideas by focusing on a specific class of models, the "pinning models," for which a series of recent mathematical works has essentially put all the main predictions of the physics community on firm footing; in some cases, mathematicians have even gone beyond, settling a number of controversial issues. But the purpose of these notes, beyond treating the pinning models in full detail, is also to convey the gist, or at least the flavor, of the "overall picture," which is, in many respects, unfamiliar territory for mathematicians.

Download or read book Disorder and Critical Phenomena Through Basic Probability Models written by Giambattista Giacomin and published by Springer Science & Business Media. This book was released on 2011-07-16 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding the effect of disorder on critical phenomena is a central issue in statistical mechanics. In probabilistic terms: what happens if we perturb a system exhibiting a phase transition by introducing a random environment? The physics community has approached this very broad question by aiming at general criteria that tell whether or not the addition of disorder changes the critical properties of a model: some of the predictions are truly striking and mathematically challenging. We approach this domain of ideas by focusing on a specific class of models, the "pinning models," for which a series of recent mathematical works has essentially put all the main predictions of the physics community on firm footing; in some cases, mathematicians have even gone beyond, settling a number of controversial issues. But the purpose of these notes, beyond treating the pinning models in full detail, is also to convey the gist, or at least the flavor, of the "overall picture," which is, in many respects, unfamiliar territory for mathematicians.

Download or read book Critical Phenomena in Natural Sciences written by Didier Sornette and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern up-to-date introduction for readers outside statistical physics. It puts emphasis on a clear understanding of concepts and methods and provides the tools that can be of immediate use in applications.

Download or read book Order Disorder and Criticality written by Yurij Holovatch and published by World Scientific. This book was released on 2004 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the second volume of review papers on advanced problems of phase transitions and critical phenomena, following the success of the first volume in 2004. Broadly, the volume aims to demonstrate that the phase transition theory, which experienced its ''golden age'' during the 70s and 80s, is far from over and there is still a good deal of work to be done, both at the fundamental level and in respect of applications.The topics presented in this volume include: critical behavior as explained by the non-perturbative renormalization group, critical dynamics, a spacetime approach to phase transitions, self-organized criticality, and exactly solvable models of phase transitions in strongly correlated systems. As the first volume, this book is based on the review lectures that were given in Lviv (Ukraine) at the OC Ising lecturesOCO OCo a traditional annual workshop on phase transitions and critical phenomena which brings together scientists working in the field with university students and those who are interested in the subject."

Download or read book Directed Polymers in Random Environments written by Francis Comets and published by Springer. This book was released on 2017-01-26 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Stochastic Dynamics Out of Equilibrium written by Giambattista Giacomin and published by Springer. This book was released on 2019-06-30 with total page 649 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments. It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure. Nonequilibrium dynamics correspond on the other hand to irreversible evolutions, where fluxes appear in physical systems, and steady-state measures are unknown. The trimester, held at the Institut Henri Poincaré (IHP) in Paris from April to July 2017, comprised various events relating to three domains (i) transport in non-equilibrium statistical mechanics; (ii) the design of more efficient simulation methods; (iii) life sciences. It brought together physicists, mathematicians from many domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics. The present volume is indispensable reading for researchers and Ph.D. students working in such areas.

Download or read book Random Perturbation of PDEs and Fluid Dynamic Models written by Franco Flandoli and published by Springer. This book was released on 2011-03-02 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals with the random perturbation of PDEs which lack well-posedness, mainly because of their non-uniqueness, in some cases because of blow-up. The aim is to show that noise may restore uniqueness or prevent blow-up. This is not a general or easy-to-apply rule, and the theory presented in the book is in fact a series of examples with a few unifying ideas. The role of additive and bilinear multiplicative noise is described and a variety of examples are included, from abstract parabolic evolution equations with non-Lipschitz nonlinearities to particular fluid dynamic models, like the dyadic model, linear transport equations and motion of point vortices.

Download or read book Phase Transitions and Critical Phenomena written by and published by Elsevier. This book was released on 2000-09-15 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of phase transitions and critical phenomena continues to be active in research, producing a steady stream of interesting and fruitful results. No longer an area of specialist interest, it has acquired a central focus in condensed matter studies. The major aim of this serial is to provide review articles that can serve as standard references for research workers in the field, and for graduate students and others wishing to obtain reliable information on important recent developments.The two review articles in this volume complement each other in a remarkable way. Both deal with what might be called the modern geometricapproach to the properties of macroscopic systems. The first article by Georgii (et al.) describes how recent advances in the application ofgeometric ideas leads to a better understanding of pure phases and phase transitions in equilibrium systems. The second article by Alava (et al.)deals with geometrical aspects of multi-body systems in a hands-on way, going beyond abstract theory to obtain practical answers. Thecombination of computers and geometrical ideas described in this volume will doubtless play a major role in the development of statisticalmechanics in the twenty-first century.

Download or read book Probability and Statistical Physics in Two and More Dimensions written by Clay Mathematics Institute. Summer School and published by American Mathematical Soc.. This book was released on 2012 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of lecture notes for six of the ten courses given in Buzios, Brazil by prominent probabilists at the 2010 Clay Mathematics Institute Summer School, ``Probability and Statistical Physics in Two and More Dimensions'' and at the XIV Brazilian School of Probability. In the past ten to fifteen years, various areas of probability theory related to statistical physics, disordered systems and combinatorics have undergone intensive development. A number of these developments deal with two-dimensional random structures at their critical points, and provide new tools and ways of coping with at least some of the limitations of Conformal Field Theory that had been so successfully developed in the theoretical physics community to understand phase transitions of two-dimensional systems. Included in this selection are detailed accounts of all three foundational courses presented at the Clay school--Schramm-Loewner Evolution and other Conformally Invariant Objects, Noise Sensitivity and Percolation, Scaling Limits of Random Trees and Planar Maps--together with contributions on Fractal and Multifractal properties of SLE and Conformal Invariance of Lattice Models. Finally, the volume concludes with extended articles based on the courses on Random Polymers and Self-Avoiding Walks given at the Brazilian School of Probability during the final week of the school. Together, these notes provide a panoramic, state-of-the-art view of probability theory areas related to statistical physics, disordered systems and combinatorics. Like the lectures themselves, they are oriented towards advanced students and postdocs, but experts should also find much of interest.

Download or read book Probability Models written by John Haigh and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability Models is designed to aid students studying probability as part of an undergraduate course on mathematics or mathematics and statistics. It describes how to set up and analyse models of real-life phenomena that involve elements of chance. Motivation comes from everyday experiences of probability via dice and cards, the idea of fairness in games of chance, and the random ways in which, say, birthdays are shared or particular events arise. Applications include branching processes, random walks, Markov chains, queues, renewal theory, and Brownian motion. No specific knowledge of the subject is assumed, only a familiarity with the notions of calculus, and the summation of series. Where the full story would call for a deeper mathematical background, the difficulties are noted and appropriate references given. The main topics arise naturally, with definitions and theorems supported by fully worked examples and some 200 set exercises, all with solutions.

Download or read book Introduction to Probability Models written by Sheldon M. Ross and published by Elsevier. This book was released on 2006-11-21 with total page 801 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Probability Models, Ninth Edition, is the primary text for a first undergraduate course in applied probability. This updated edition of Ross's classic bestseller provides an introduction to elementary probability theory and stochastic processes, and shows how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. With the addition of several new sections relating to actuaries, this text is highly recommended by the Society of Actuaries. This book now contains a new section on compound random variables that can be used to establish a recursive formula for computing probability mass functions for a variety of common compounding distributions; a new section on hiddden Markov chains, including the forward and backward approaches for computing the joint probability mass function of the signals, as well as the Viterbi algorithm for determining the most likely sequence of states; and a simplified approach for analyzing nonhomogeneous Poisson processes. There are also additional results on queues relating to the conditional distribution of the number found by an M/M/1 arrival who spends a time t in the system; inspection paradox for M/M/1 queues; and M/G/1 queue with server breakdown. Furthermore, the book includes new examples and exercises, along with compulsory material for new Exam 3 of the Society of Actuaries. This book is essential reading for professionals and students in actuarial science, engineering, operations research, and other fields in applied probability. A new section (3.7) on COMPOUND RANDOM VARIABLES, that can be used to establish a recursive formula for computing probability mass functions for a variety of common compounding distributions.A new section (4.11) on HIDDDEN MARKOV CHAINS, including the forward and backward approaches for computing the joint probability mass function of the signals, as well as the Viterbi algorithm for determining the most likely sequence of states.Simplified Approach for Analyzing Nonhomogeneous Poisson processesAdditional results on queues relating to the (a) conditional distribution of the number found by an M/M/1 arrival who spends a time t in the system,;(b) inspection paradox for M/M/1 queues(c) M/G/1 queue with server breakdownMany new examples and exercises.

Download or read book Interpretations of Probability written by Andrei Khrennikov and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-01-20 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: Like geometry, probability can not be reduced to just one model to describe all physical and biological phenomena. Each model has a restricted range of applications. Quantum physics demonstrated that the use of conventional probability models induces some paradoxes. Such paradoxes can be resolved by using non-Kolmogorov probability models, developed on the basis of purely classical interpretations of probability: frequency and ensemble. Frequency models describe violations of the law of large numbers. Ensemble models are models with infinitely small probabilities. This is the first fundamental book devoted to non-Kolmogorov probability models. It provides the first mathematical theory of negative probabilities - with numerous applications to quantum physics, information theory, complexity, biology and psychology. Natural models with negative (frequency and ensemble) probabilities are developed in the framework of so called p-adic analysis. The book also contains an extremely interesting model of cognitive information reality with flows of information probabilities, describing the process of thinking, social and psychological phenomena. This book will be of value and interest to specialists in probability theory, statistics, functional analysis, quantum physics and (partly) specialists in cognitive sciences and psychology.

Download or read book Phase Transitions and Critical Phenomena written by Cyril Domb and published by . This book was released on 2001 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Random Walks Critical Phenomena and Triviality in Quantum Field Theory written by Roberto Fernandez and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simple random walks - or equivalently, sums of independent random vari ables - have long been a standard topic of probability theory and mathemat ical physics. In the 1950s, non-Markovian random-walk models, such as the self-avoiding walk,were introduced into theoretical polymer physics, and gradu ally came to serve as a paradigm for the general theory of critical phenomena. In the past decade, random-walk expansions have evolved into an important tool for the rigorous analysis of critical phenomena in classical spin systems and of the continuum limit in quantum field theory. Among the results obtained by random-walk methods are the proof of triviality of the cp4 quantum field theo ryin space-time dimension d (::::) 4, and the proof of mean-field critical behavior for cp4 and Ising models in space dimension d (::::) 4. The principal goal of the present monograph is to present a detailed review of these developments. It is supplemented by a brief excursion to the theory of random surfaces and various applications thereof. This book has grown out of research carried out by the authors mainly from 1982 until the middle of 1985. Our original intention was to write a research paper. However, the writing of such a paper turned out to be a very slow process, partly because of our geographical separation, partly because each of us was involved in other projects that may have appeared more urgent.

Download or read book Probability Models and Applications written by Ingram Olkin and published by MacMillan Publishing Company. This book was released on 1980 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Probability on Discrete Structures written by Harry Kesten and published by Springer Science & Business Media. This book was released on 2004 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most probability problems involve random variables indexed by space and/or time. These problems almost always have a version in which space and/or time are taken to be discrete. This volume deals with areas in which the discrete version is more natural than the continuous one, perhaps even the only one than can be formulated without complicated constructions and machinery. The 5 papers of this volume discuss problems in which there has been significant progress in the last few years; they are motivated by, or have been developed in parallel with, statistical physics. They include questions about asymptotic shape for stochastic growth models and for random clusters; existence, location and properties of phase transitions; speed of convergence to equilibrium in Markov chains, and in particular for Markov chains based on models with a phase transition; cut-off phenomena for random walks. The articles can be read independently of each other. Their unifying theme is that of models built on discrete spaces or graphs. Such models are often easy to formulate. Correspondingly, the book requires comparatively little previous knowledge of the machinery of probability.

Download or read book Understanding Probability Models written by Carlos Narciso Bouza Herrera and published by Nova Science Publishers. This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book intends to highlight how the Theory of Probability supports, not only statistical modeling but how it allows describing different real life phenomena. It gives clues for understanding the philosophic roots of probability and how they are present in different areas of knowledge. The readers may use the book as a source for understanding the philosophical development of probability concepts and of the intents to obtain mathematical models. The chapters deal with the understanding of how probability models are usable for determining: A Probabilistic model of the best flight value for the design on paper of a helicopter How to model the improvement of the behavior of water heating systems and of the reliability of systems Models for determining the probability of non responses in inquiries and to evaluate the missing data. The modeling of various problems related with the behavior of ordering models of use in decision rules and of general properties of Order Statistics. A unified study of the probabilistic aspects of two Metaheuristics: Simulated Annealing and Tabu Search. How to obtain the identification of econometric techniques for dealing efficiently with the study of economic growth models under endogeneity. This book will be of interest for biometricians, statisticians, economists, engineers dealing with control and reliability, as well for informaticians"--