Author: Thomas Weiss Publisher: Springer ISBN: 3319494996 Category : Science Languages : en Pages : 121
Book Description
This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian motion with label n-1. This model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. In fact, because of the singular interaction, many universal properties can be established with rigor. They depend on the choice of initial conditions. Discussion addresses packed and periodic initial conditions (Chapter 5), stationary initial conditions (Chapter 6), and mixtures thereof (Chapter 7). The suitably scaled spatial process will be proven to converge to an Airy process in the long time limit. A chapter on determinantal random fields and another one on Airy processes are added to have the notes self-contained. These notes serve as an introduction to the KPZ universality class, illustrating the main concepts by means of a single model only. The notes will be of interest to readers from interacting diffusion processes and non-equilibrium statistical mechanics.
Author: Catherine Donati-Martin Publisher: Springer Nature ISBN: 3030285359 Category : Mathematics Languages : en Pages : 562
Book Description
This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.
Author: Maria Eulália Vares Publisher: Springer Nature ISBN: 3030607542 Category : Mathematics Languages : en Pages : 819
Book Description
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: Annick LESNE Publisher: Springer Science & Business Media ISBN: 364215123X Category : Science Languages : en Pages : 406
Book Description
During a century, from the Van der Waals mean field description (1874) of gases to the introduction of renormalization group (RG techniques 1970), thermodynamics and statistical physics were just unable to account for the incredible universality which was observed in numerous critical phenomena. The great success of RG techniques is not only to solve perfectly this challenge of critical behaviour in thermal transitions but to introduce extremely useful tools in a wide field of daily situations where a system exhibits scale invariance. The introduction of scaling, scale invariance and universality concepts has been a significant turn in modern physics and more generally in natural sciences. Since then, a new "physics of scaling laws and critical exponents", rooted in scaling approaches, allows quantitative descriptions of numerous phenomena, ranging from phase transitions to earthquakes, polymer conformations, heartbeat rhythm, diffusion, interface growth and roughening, DNA sequence, dynamical systems, chaos and turbulence. The chapters are jointly written by an experimentalist and a theorist. This book aims at a pedagogical overview, offering to the students and researchers a thorough conceptual background and a simple account of a wide range of applications. It presents a complete tour of both the formal advances and experimental results associated with the notion of scaling, in physics, chemistry and biology.
Author: Clay Mathematics Institute. Summer School Publisher: American Mathematical Soc. ISBN: 0821868632 Category : Mathematics Languages : en Pages : 481
Book Description
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.
Author: Greg W. Anderson Publisher: Cambridge University Press ISBN: 0521194520 Category : Mathematics Languages : en Pages : 507
Book Description
A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
Author: E. J. Gumbel Publisher: Courier Corporation ISBN: 0486154483 Category : Mathematics Languages : en Pages : 402
Book Description
This classic text covers order statistics and their exceedances; exact distribution of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and 3rd asymptotes; more. 1958 edition. Includes 44 tables and 97 graphs.
Author: Nikolai Chernov Publisher: American Mathematical Soc. ISBN: 0821840967 Category : Mathematics Languages : en Pages : 330
Book Description
This book covers one of the most exciting but most difficult topics in the modern theory of dynamical systems: chaotic billiards. In physics, billiard models describe various mechanical processes, molecular dynamics, and optical phenomena. The theory of chaotic billiards has made remarkable progress in the past thirty-five years, but it remains notoriously difficult for the beginner, with main results scattered in hardly accessible research articles. This is the first and so faronly book that covers all the fundamental facts about chaotic billiards in a complete and systematic manner. The book contains all the necessary definitions, full proofs of all the main theorems, and many examples and illustrations that help the reader to understand the material. Hundreds of carefullydesigned exercises allow the reader not only to become familiar with chaotic billiards but to master the subject. The book addresses graduate students and young researchers in physics and mathematics. Prerequisites include standard graduate courses in measure theory, probability, Riemannian geometry, topology, and complex analysis. Some of this material is summarized in the appendices to the book.
Author: Thomas Weiss
Author: Catherine Donati-Martin
Author: Maria Eulália Vares
Author: Annick LESNE
Author: Roman Vershynin
Author: Clay Mathematics Institute. Summer School
Author: Greg W. Anderson
Author: E. J. Gumbel
Author: Scott Sheffield
Author: Nikolai Chernov