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.
Download or read book In and Out of Equilibrium 2 written by Vladas Sidoravicius and published by Springer Science & Business Media. This book was released on 2008-11-26 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of a collection of invited articles, written by some of the most distinguished probabilists, most of whom have been personally responsible for advances in the various subfields of probability.
Download or read book 50 Years of First Passage Percolation written by Antonio Auffinger and published by American Mathematical Soc.. This book was released on 2017-12-20 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: First-passage percolation (FPP) is a fundamental model in probability theory that has a wide range of applications to other scientific areas (growth and infection in biology, optimization in computer science, disordered media in physics), as well as other areas of mathematics, including analysis and geometry. FPP was introduced in the 1960s as a random metric space. Although it is simple to define, and despite years of work by leading researchers, many of its central problems remain unsolved. In this book, the authors describe the main results of FPP, with two purposes in mind. First, they give self-contained proofs of seminal results obtained until the 1990s on limit shapes and geodesics. Second, they discuss recent perspectives and directions including (1) tools from metric geometry, (2) applications of concentration of measure, and (3) related growth and competition models. The authors also provide a collection of old and new open questions. This book is intended as a textbook for a graduate course or as a learning tool for researchers.
Download or read book In and Out of Equilibrium written by Vladas Sidoravicius and published by Springer Science & Business Media. This book was released on 2002-04-26 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of a collection of invited articles, written by some of the most distinguished probabilists, most of whom were personally responsible for advances in the various subfields of probability. Graduate students and researchers in probability theory and math physics will find this book a useful reference.
Download or read book A First Course in Stochastic Calculus written by Louis-Pierre Arguin and published by American Mathematical Society. This book was released on 2021-11-22 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus. Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. Louis-Pierre Arguin's masterly introduction to stochastic calculus seduces the reader with its quietly conversational style; even rigorous proofs seem natural and easy. Full of insights and intuition, reinforced with many examples, numerical projects, and exercises, this book by a prize-winning mathematician and great teacher fully lives up to the author's reputation. I give it my strongest possible recommendation. —Jim Gatheral, Baruch College I happen to be of a different persuasion, about how stochastic processes should be taught to undergraduate and MA students. But I have long been thinking to go against my own grain at some point and try to teach the subject at this level—together with its applications to finance—in one semester. Louis-Pierre Arguin's excellent and artfully designed text will give me the ideal vehicle to do so. —Ioannis Karatzas, Columbia University, New York
Download or read book American Book Publishing Record written by and published by . This book was released on 2002 with total page 2244 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Mechanics of Lattice Systems written by Sacha Friedli and published by Cambridge University Press. This book was released on 2017-11-23 with total page 643 pages. Available in PDF, EPUB and Kindle. Book excerpt: A self-contained, mathematical introduction to the driving ideas in equilibrium statistical mechanics, studying important models in detail.
Download or read book Noise Sensitivity of Boolean Functions and Percolation written by Christophe Garban and published by Cambridge University Press. This book was released on 2015 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book to cover the theory of noise sensitivity of Boolean functions with particular emphasis on critical percolation.
Download or read book Metastability written by Anton Bovier and published by Springer. This book was released on 2016-02-11 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes. The authors shed new light on the metastability phenomenon as a sequence of visits of the path of the process to different metastable sets, and focuses on the precise analysis of the respective hitting probabilities and hitting times of these sets. The theory is illustrated with many examples, ranging from finite-state Markov chains, finite-dimensional diffusions and stochastic partial differential equations, via mean-field dynamics with and without disorder, to stochastic spin-flip and particle-hop dynamics and probabilistic cellular automata, unveiling the common universal features of these systems with respect to their metastable behaviour. The monograph will serve both as comprehensive introduction and as reference for graduate students and researchers interested in metastability.
Download or read book Probability on Graphs written by Geoffrey Grimmett and published by Cambridge University Press. This book was released on 2018-01-25 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolation, self-avoiding walk, interacting particle systems, uniform spanning tree, random graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and the Lorentz model for motion in a random medium. This new edition features accounts of major recent progress, including the exact value of the connective constant of the hexagonal lattice, and the critical point of the random-cluster model on the square lattice. The choice of topics is strongly motivated by modern applications, and focuses on areas that merit further research. Accessible to a wide audience of mathematicians and physicists, this book can be used as a graduate course text. Each chapter ends with a range of exercises.
Download or read book Brownian Motion written by Peter Mörters and published by Cambridge University Press. This book was released on 2010-03-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Download or read book Patterned Random Matrices written by Arup Bose and published by CRC Press. This book was released on 2018-05-23 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large dimensional random matrices (LDRM) with specific patterns arise in econometrics, computer science, mathematics, physics, and statistics. This book provides an easy initiation to LDRM. Through a unified approach, we investigate the existence and properties of the limiting spectral distribution (LSD) of different patterned random matrices as the dimension grows. The main ingredients are the method of moments and normal approximation with rudimentary combinatorics for support. Some elementary results from matrix theory are also used. By stretching the moment arguments, we also have a brush with the intriguing but difficult concepts of joint convergence of sequences of random matrices and its ramifications. This book covers the Wigner matrix, the sample covariance matrix, the Toeplitz matrix, the Hankel matrix, the sample autocovariance matrix and the k-Circulant matrices. Quick and simple proofs of their LSDs are provided and it is shown how the semi-circle law and the March enko-Pastur law arise as the LSDs of the first two matrices. Extending the basic approach, we also establish interesting limits for some triangular matrices, band matrices, balanced matrices, and the sample autocovariance matrix. We also study the joint convergence of several patterned matrices, and show that independent Wigner matrices converge jointly and are asymptotically free of other patterned matrices. Arup Bose is a Professor at the Indian Statistical Institute, Kolkata, India. He is a distinguished researcher in Mathematical Statistics and has been working in high-dimensional random matrices for the last fifteen years. He has been the Editor of Sankyhā for several years and has been on the editorial board of several other journals. He is a Fellow of the Institute of Mathematical Statistics, USA and all three national science academies of India, as well as the recipient of the S.S. Bhatnagar Award and the C.R. Rao Award. His forthcoming books are the monograph, Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee), to be published by Chapman & Hall/CRC Press, and a graduate text, U-statistics, M-estimates and Resampling (with Snigdhansu Chatterjee), to be published by Hindustan Book Agency.
Download or read book New Trends in Mathematical Physics written by Vladas Sidoravicius and published by Springer Science & Business Media. This book was released on 2009-08-31 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects selected papers written by invited and plenary speakers of the 15th International Congress on Mathematical Physics (ICMP) in the aftermath of the conference. In extensive review articles and expository texts as well as advanced research articles the world leading experts present the state of the art in modern mathematical physics. New mathematical concepts and ideas are introduced by prominent mathematicalphysicists and mathematicians, covering among others the fields of Dynamical Systems, Operator Algebras, Partial Differential Equations, Probability Theory, Random Matrices, Condensed Matter Physics, Statistical Mechanics, General Relativity, Quantum Mechanics, Quantum Field Theory, Quantum Information and String Theory. All together the contributions in this book give a panoramic view of the latest developments in mathematical physics. They will help readers with a general interest in mathematical physics to get an update on the most recent developments in their field, and give a broad overview on actual and future research directions in this fascinating and rapidly expanding area.
Download or read book Non homogeneous Random Walks written by Mikhail Menshikov and published by Cambridge University Press. This book was released on 2016-12-22 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Mathematical Puzzles written by Peter Winkler and published by CRC Press. This book was released on 2021-01-21 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research in mathematics is much more than solving puzzles, but most people will agree that solving puzzles is not just fun: it helps focus the mind and increases one's armory of techniques for doing mathematics. Mathematical Puzzles makes this connection explicit by isolating important mathematical methods, then using them to solve puzzles and prove a theorem. Features A collection of the world’s best mathematical puzzles Each chapter features a technique for solving mathematical puzzles, examples, and finally a genuine theorem of mathematics that features that technique in its proof Puzzles that are entertaining, mystifying, paradoxical, and satisfying; they are not just exercises or contest problems.
Download or read book Fractal Geometry and Stochastics VI written by Uta Freiberg and published by Springer Nature. This book was released on 2021-03-23 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of contributions originates from the well-established conference series "Fractal Geometry and Stochastics" which brings together researchers from different fields using concepts and methods from fractal geometry. Carefully selected papers from keynote and invited speakers are included, both discussing exciting new trends and results and giving a gentle introduction to some recent developments. The topics covered include Assouad dimensions and their connection to analysis, multifractal properties of functions and measures, renewal theorems in dynamics, dimensions and topology of random discrete structures, self-similar trees, p-hyperbolicity, phase transitions from continuous to discrete scale invariance, scaling limits of stochastic processes, stemi-stable distributions and fractional differential equations, and diffusion limited aggregation. Representing a rich source of ideas and a good starting point for more advanced topics in fractal geometry, the volume will appeal to both established experts and newcomers.
Download or read book Complex Systems and Society written by Nicola Bellomo and published by Springer Science & Business Media. This book was released on 2013-05-24 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work aims to foster the interdisciplinary dialogue between mathematicians and socio-economic scientists. Interaction among scholars and practitioners traditionally coming from different research areas is necessary more than ever in order to better understand many real-world problems we face today. On the one hand, mathematicians need economists and social scientists to better address the methodologies they design in a more realistic way; on the other hand, economists and social scientists need to be aware of sound mathematical modelling tools in order to understand and, ultimately, solve the complex problems they encounter in their research. With this goal in mind, this work is designed to take into account a multidisciplinary approach that will encourage the transfer of knowledge, ideas, and methodology from one discipline to the other. In particular, the work has three main themes: Demystifying and unravelling complex systems; Introducing models of individual behaviours in the social and economic sciences; Modelling socio-economic sciences as complex living systems. Specific tools examined in the work include a recently developed modelling approach using stochastic game theory within the framework of statistical mechanics and progressing up to modeling Darwinian evolution. Special attention is also devoted to social network theory as a fundamental instrument for the understanding of socio-economic systems.
