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Intersections of Random Walks: Modern Birkhäuser Classics

Autor Gregory F. Lawler
en Limba Engleză Paperback – 6 noi 2012
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.
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Specificații

ISBN-13: 9781461459712
ISBN-10: 1461459710
Pagini: 232
Ilustrații: VI, 223 p.
Dimensiuni: 155 x 235 x 12 mm
Greutate: 0.36 kg
Ediția:2013
Editura: Springer
Colecția Birkhäuser
Seria Modern Birkhäuser Classics

Locul publicării:New York, NY, United States

Public țintă

Research

Cuprins

Simple Random Walk.- Harmonic Measure.- Intersection Probabilities.- Four Dimensions.- Two and Three Dimensions.- Self-Avoiding Walks.- Loop-Erased walk.- Recent Results.

Recenzii

…the text is extremely readable and informative.
The Bulletin of Mathematics Books
Much of the material is Lawler’s own research, so he knows his story thoroughly and tells it well.
SIAM Review  
…a very welcome presentation of the subject, serving as a central reference and source of information.
Metrika

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