Intersections of Random Walks - Gregory F. Lawler

Intersections of Random Walks (eBook)

eBook Download: PDF
2012 | 2013
VI, 223 Seiten
Springer New York (Verlag)
978-1-4614-5972-9 (ISBN)
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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.


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.

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

Erscheint lt. Verlag 6.11.2012
Reihe/Serie Modern Birkhäuser Classics
Modern Birkhäuser Classics
Zusatzinfo VI, 223 p.
Verlagsort New York
Sprache englisch
Themenwelt Mathematik / Informatik Informatik Theorie / Studium
Mathematik / Informatik Mathematik Statistik
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Naturwissenschaften Physik / Astronomie Thermodynamik
Technik
Schlagworte Brownian motion • Diffusion Limited Aggregation • Harmonic Measure • Loop-Erased Walk • Random Walk • self-avoiding walk
ISBN-10 1-4614-5972-9 / 1461459729
ISBN-13 978-1-4614-5972-9 / 9781461459729
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