Brownian Motion, Obstacles and Random Media

Brownian Motion, Obstacles and Random Media
Author: Alain-Sol Sznitman
Publisher: Springer Science & Business Media
Total Pages: 366
Release: 2013-03-09
Genre: Mathematics
ISBN: 3662112817

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.

Non-homogeneous Random Walks

Non-homogeneous Random Walks
Author: Mikhail Menshikov
Publisher: Cambridge University Press
Total Pages: 385
Release: 2016-12-22
Genre: Mathematics
ISBN: 1316867366

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.

Probability on Graphs

Probability on Graphs
Author: Geoffrey Grimmett
Publisher: Cambridge University Press
Total Pages: 279
Release: 2018-01-25
Genre: Mathematics
ISBN: 1108542999

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.

Stochastic Interacting Systems in Life and Social Sciences

Stochastic Interacting Systems in Life and Social Sciences
Author: Nicolas Lanchier
Publisher: Walter de Gruyter GmbH & Co KG
Total Pages: 486
Release: 2024-07-01
Genre: Mathematics
ISBN: 3110791889

This volume provides an overview of two of the most important examples of interacting particle systems, the contact process, and the voter model, as well as their many variants introduced in the past 50 years. These stochastic processes are organized by domains of application (epidemiology, population dynamics, ecology, genetics, sociology, econophysics, game theory) along with a flavor of the mathematical techniques developed for their analysis.

Random Walks on Infinite Graphs and Groups

Random Walks on Infinite Graphs and Groups
Author: Wolfgang Woess
Publisher: Cambridge University Press
Total Pages: 350
Release: 2000-02-13
Genre: Mathematics
ISBN: 0521552923

The main theme of this book is the interplay between the behaviour of a class of stochastic processes (random walks) and discrete structure theory. The author considers Markov chains whose state space is equipped with the structure of an infinite, locally finite graph, or as a particular case, of a finitely generated group. The transition probabilities are assumed to be adapted to the underlying structure in some way that must be specified precisely in each case. From the probabilistic viewpoint, the question is what impact the particular type of structure has on various aspects of the behaviour of the random walk. Vice-versa, random walks may also be seen as useful tools for classifying, or at least describing the structure of graphs and groups. Links with spectral theory and discrete potential theory are also discussed. This book will be essential reading for all researchers working in stochastic process and related topics.

Random Graph Dynamics

Random Graph Dynamics
Author: Rick Durrett
Publisher: Cambridge University Press
Total Pages: 203
Release: 2010-05-31
Genre: Mathematics
ISBN: 1139460889

The theory of random graphs began in the late 1950s in several papers by Erdos and Renyi. In the late twentieth century, the notion of six degrees of separation, meaning that any two people on the planet can be connected by a short chain of people who know each other, inspired Strogatz and Watts to define the small world random graph in which each site is connected to k close neighbors, but also has long-range connections. At a similar time, it was observed in human social and sexual networks and on the Internet that the number of neighbors of an individual or computer has a power law distribution. This inspired Barabasi and Albert to define the preferential attachment model, which has these properties. These two papers have led to an explosion of research. The purpose of this book is to use a wide variety of mathematical argument to obtain insights into the properties of these graphs. A unique feature is the interest in the dynamics of process taking place on the graph in addition to their geometric properties, such as connectedness and diameter.

Stochastic Interacting Systems: Contact, Voter and Exclusion Processes

Stochastic Interacting Systems: Contact, Voter and Exclusion Processes
Author: Thomas M. Liggett
Publisher: Springer Science & Business Media
Total Pages: 346
Release: 2013-03-09
Genre: Mathematics
ISBN: 3662039907

Interactive particle systems is a branch of probability theory with close connections to mathematical physics and mathematical biology. This book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. It explains and develops many of the most useful techniques in the field.

Random Walks and Diffusion

Random Walks and Diffusion
Author: Open University Course Team
Publisher:
Total Pages: 200
Release: 2009-10-21
Genre: Diffusion
ISBN: 9780749251680

This block explores the diffusion equation which is most commonly encountered in discussions of the flow of heat and of molecules moving in liquids, but diffusion equations arise from many different areas of applied mathematics. As well as considering the solutions of diffusion equations in detail, we also discuss the microscopic mechanism underlying the diffusion equation, namely that particles of matter or heat move erratically. This involves a discussion of elementary probability and statistics, which are used to develop a description of random walk processes and of the central limit theorem. These concepts are used to show that if particles follow random walk trajectories, their density obeys the diffusion equation.