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Intersections of Random Walks: Probability and Its Applications

Autor Gregory F. Lawler
en Limba Engleză Paperback – 28 aug 1996
A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of nonintersection of a random walk with a fixed set; the probability that the paths of independent random walks do not intersect; and self-avoiding walks, i. e. , random walks which have no self-intersections. The prerequisite is a standard measure theoretic course in probability including martingales and Brownian motion. The first chapter develops the facts about simple random walk that will be needed. The discussion is self-contained although some previous expo­ sure to random walks would be helpful. Many of the results are standard, and I have made borrowed from a number of sources, especially the ex­ cellent book of Spitzer [65]. For the sake of simplicity I have restricted the discussion to simple random walk. Of course, many of the results hold equally well for more general walks. For example, the local central limit theorem can be proved for any random walk whose increments have mean zero and finite variance. Some of the later results, especially in Section 1. 7, have not been proved for very general classes of walks. The proofs here rely heavily on the fact that the increments of simple random walk are bounded and symmetric.
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Specificații

ISBN-13: 9780817638924
ISBN-10: 081763892X
Pagini: 225
Ilustrații: IV, 225 p.
Dimensiuni: 210 x 279 x 13 mm
Greutate: 0.35 kg
Ediția:1991
Editura: Birkhäuser Boston
Colecția Birkhäuser
Seria Probability and Its Applications

Locul publicării:Boston, MA, United States

Public țintă

Research

Cuprins

1 Simple Random Walk.- 2 Harmonic Measure.- 3 Intersection Probabilities.- 4 Four Dimensions.- 5 Two and Three Dimensions.- 6 Self-Avoiding Walks.- 7 Loop-Erased Walk.

Recenzii

"Much of the material is Lawler’s own research, so he knows his story thoroughly and tells it well."
—SIAM Review

Textul de pe ultima copertă

A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful concepts for this purpose is that of the random walk which has applications in many areas, particularly in statistical physics and statistical chemistry.
Originally published in 1991, Intersections of Random Walks focuses on and explores a number of problems dealing primarily with the nonintersection of random walks and the self-avoiding walk. Many of these problems arise in studying statistical physics and other critical phenomena. Topics include: discrete harmonic measure, including an introduction to diffusion limited aggregation (DLA); the probability that independent random walks do not intersect; and properties of walks without self-intersections.
The present softcover reprint includes corrections and addenda from the 1996 printing, and  makes this classic monograph available to a wider audience. With a self-contained introduction to the properties of simple random walks, and an emphasis on rigorous results, the book will be useful to researchers in probability and statistical physics and to graduate students interested in basic properties of random walks.

Caracteristici

Affordable reprint of a classic monograph Topics covered include: discrete harmonic measure; the probability that independent random walks do not intersect; and properties of walks without self-intersections Includes the corrections and addendum from the second printing