Bessel Processes Schramm Loewner Evolution And The Dyson Model
DOWNLOAD
Download Bessel Processes Schramm Loewner Evolution And The Dyson Model PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Bessel Processes Schramm Loewner Evolution And The Dyson Model book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Bessel Processes Schramm Loewner Evolution And The Dyson Model
DOWNLOAD
Author : Makoto Katori
language : en
Publisher: Springer
Release Date : 2016-02-08
Bessel Processes Schramm Loewner Evolution And The Dyson Model written by Makoto Katori and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-08 with Science categories.
The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm–Loewner evolution (SLE) and interacting particle systems related to random matrix theory. A typical example of the latter systems is Dyson's Brownian motion (BM) model. The SLE and Dyson's BM model may be considered as "children" of the Bessel process with parameter D, BES(D), and the SLE and Dyson's BM model as "grandchildren" of BM. In Chap. 1 the parenthood of BM in diffusion processes is clarified and BES(D) is defined for any D ≥ 1. Dependence of the BES(D) path on its initial value is represented by the Bessel flow. In Chap. 2 SLE is introduced as a complexification of BES(D). Rich mathematics and physics involved in SLE are due to the nontrivial dependence of the Bessel flow on D. From a result for the Bessel flow, Cardy's formula in Carleson's form is derived for SLE. In Chap. 3 Dyson's BM model with parameter β is introduced as a multivariate extension of BES(D) with the relation D = β + 1. The book concentrates on the case where β = 2 and calls this case simply the Dyson model.The Dyson model inherits the two aspects of BES(3); hence it has very strong solvability. That is, the process is proved to be determinantal in the sense that all spatio-temporal correlation functions are given by determinants, and all of them are controlled by a single function called the correlation kernel. From the determinantal structure of the Dyson model, the Tracy–Widom distribution is derived.
Elliptic Extensions In Statistical And Stochastic Systems
DOWNLOAD
Author : Makoto Katori
language : en
Publisher: Springer Nature
Release Date : 2023-04-06
Elliptic Extensions In Statistical And Stochastic Systems written by Makoto Katori and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-06 with Science categories.
Hermite's theorem makes it known that there are three levels of mathematical frames in which a simple addition formula is valid. They are rational, q-analogue, and elliptic-analogue. Based on the addition formula and associated mathematical structures, productive studies have been carried out in the process of q-extension of the rational (classical) formulas in enumerative combinatorics, theory of special functions, representation theory, study of integrable systems, and so on. Originating from the paper by Date, Jimbo, Kuniba, Miwa, and Okado on the exactly solvable statistical mechanics models using the theta function identities (1987), the formulas obtained at the q-level are now extended to the elliptic level in many research fields in mathematics and theoretical physics. In the present monograph, the recent progress of the elliptic extensions in the study of statistical and stochastic models in equilibrium and nonequilibrium statistical mechanics and probability theory is shown. At the elliptic level, many special functions are used, including Jacobi's theta functions, Weierstrass elliptic functions, Jacobi's elliptic functions, and others. This monograph is not intended to be a handbook of mathematical formulas of these elliptic functions, however. Thus, use is made only of the theta function of a complex-valued argument and a real-valued nome, which is a simplified version of the four kinds of Jacobi's theta functions. Then, the seven systems of orthogonal theta functions, written using a polynomial of the argument multiplied by a single theta function, or pairs of such functions, can be defined. They were introduced by Rosengren and Schlosser (2006), in association with the seven irreducible reduced affine root systems. Using Rosengren and Schlosser's theta functions, non-colliding Brownian bridges on a one-dimensional torus and an interval are discussed, along with determinantal point processes on a two-dimensional torus. Their scaling limits are argued, and the infinite particle systems are derived. Such limit transitions will be regarded as the mathematical realizations of the thermodynamic or hydrodynamic limits that are central subjects of statistical mechanics.
Progress In Nanophotonics 4
DOWNLOAD
Author : Motoichi Ohtsu
language : en
Publisher: Springer
Release Date : 2017-02-18
Progress In Nanophotonics 4 written by Motoichi Ohtsu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-18 with Science categories.
This book presents the recent progress in the field of nanophotonics. It contains review-like chapters focusing on various but mutually related topics in nanophotonics written by the world’s leading scientists. Following the elaboration of the idea of nanophotonics, much theoretical and experimental work has been carried out, and several novel photonic devices, high-resolution fabrication, highly efficient energy conversion, and novel information processing have been developed in these years. Novel theoretical models describing the nanometric light-matter interaction, nonequilibrium statistical mechanical models for photon breeding processes and near-field‐assisted chemical reactions as well as light‐matter interaction are also explained in this book. It describes dressed photon technology and its applications, including implementation of nanophotonic devices and systems, fabrication methods and performance characteristics of ultrathin, ultraflexible organic light‐emitting diodes, organic solar cells and organic transistors.
Selected Works Of Oded Schramm
DOWNLOAD
Author : Itai Benjamini
language : en
Publisher: Springer
Release Date : 2011-08-12
Selected Works Of Oded Schramm written by Itai Benjamini and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-12 with Mathematics categories.
This volume is dedicated to the memory of the late Oded Schramm (1961-2008), distinguished mathematician. Throughout his career, Schramm made profound and beautiful contributions to mathematics that will have a lasting influence. In these two volumes, Editors Itai Benjamini and Olle Häggström have collected some of his papers, supplemented with three survey papers by Steffen Rohde, Häggström and Cristophe Garban that further elucidate his work. The papers within are a representative collection that shows the breadth, depth, enthusiasm and clarity of his work, with sections on Geometry, Noise Sensitivity, Random Walks and Graph Limits, Percolation, and finally Schramm-Loewner Evolution. An introduction by the Editors and a comprehensive bibliography of Schramm's publications complete the volume. The book will be of especial interest to researchers in probability and geometry, and in the history of these subjects.
Log Gases And Random Matrices Lms 34
DOWNLOAD
Author : Peter J. Forrester
language : en
Publisher: Princeton University Press
Release Date : 2010-07-01
Log Gases And Random Matrices Lms 34 written by Peter J. Forrester and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-01 with Mathematics categories.
Random matrix theory, both as an application and as a theory, has evolved rapidly over the past fifteen years. Log-Gases and Random Matrices gives a comprehensive account of these developments, emphasizing log-gases as a physical picture and heuristic, as well as covering topics such as beta ensembles and Jack polynomials. Peter Forrester presents an encyclopedic development of log-gases and random matrices viewed as examples of integrable or exactly solvable systems. Forrester develops not only the application and theory of Gaussian and circular ensembles of classical random matrix theory, but also of the Laguerre and Jacobi ensembles, and their beta extensions. Prominence is given to the computation of a multitude of Jacobians; determinantal point processes and orthogonal polynomials of one variable; the Selberg integral, Jack polynomials, and generalized hypergeometric functions; Painlevé transcendents; macroscopic electrostatistics and asymptotic formulas; nonintersecting paths and models in statistical mechanics; and applications of random matrix theory. This is the first textbook development of both nonsymmetric and symmetric Jack polynomial theory, as well as the connection between Selberg integral theory and beta ensembles. The author provides hundreds of guided exercises and linked topics, making Log-Gases and Random Matrices an indispensable reference work, as well as a learning resource for all students and researchers in the field.
Sojourns In Probability Theory And Statistical Physics I
DOWNLOAD
Author : Vladas Sidoravicius
language : en
Publisher: Springer Nature
Release Date : 2019-10-17
Sojourns In Probability Theory And Statistical Physics I written by Vladas Sidoravicius and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-17 with Mathematics categories.
Charles M. (Chuck) Newman has been a leader in Probability Theory and Statistical Physics for nearly half a century. This three-volume set is a celebration of the far-reaching scientific impact of his work. It consists of articles by Chuck’s collaborators and colleagues across a number of the fields to which he has made contributions of fundamental significance. This publication was conceived during a conference in 2016 at NYU Shanghai that coincided with Chuck's 70th birthday. The sub-titles of the three volumes are: I. Spin Glasses and Statistical Mechanics II. Brownian Web and Percolation III. Interacting Particle Systems and Random Walks The articles in these volumes, which cover a wide spectrum of topics, will be especially useful for graduate students and researchers who seek initiation and inspiration in Probability Theory and Statistical Physics.
A Dynamical Approach To Random Matrix Theory
DOWNLOAD
Author : László Erdős
language : en
Publisher: American Mathematical Soc.
Release Date : 2017-08-30
A Dynamical Approach To Random Matrix Theory written by László Erdős and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-30 with Mathematics categories.
A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
Conformally Invariant Processes In The Plane
DOWNLOAD
Author : Gregory F. Lawler
language : en
Publisher: American Mathematical Soc.
Release Date : 2008
Conformally Invariant Processes In The Plane written by Gregory F. Lawler and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
Presents an introduction to the conformally invariant processes that appear as scaling limits. This book covers such topics as stochastic integration, and complex Brownian motion and measures derived from Brownian motion. It is suitable for those interested in random processes and their applications in theoretical physics.
New Trends In Mathematical Physics
DOWNLOAD
Author : Vladas Sidoravicius
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-08-31
New Trends In Mathematical Physics written by Vladas Sidoravicius and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-31 with Science categories.
This book collects selected papers written by invited and plenary speakers of the 15th International Congress on Mathematical Physics (ICMP) in the aftermath of the conference. In extensive review articles and expository texts as well as advanced research articles the world leading experts present the state of the art in modern mathematical physics. New mathematical concepts and ideas are introduced by prominent mathematicalphysicists and mathematicians, covering among others the fields of Dynamical Systems, Operator Algebras, Partial Differential Equations, Probability Theory, Random Matrices, Condensed Matter Physics, Statistical Mechanics, General Relativity, Quantum Mechanics, Quantum Field Theory, Quantum Information and String Theory. All together the contributions in this book give a panoramic view of the latest developments in mathematical physics. They will help readers with a general interest in mathematical physics to get an update on the most recent developments in their field, and give a broad overview on actual and future research directions in this fascinating and rapidly expanding area.
Continuous Martingales And Brownian Motion
DOWNLOAD
Author : Daniel Revuz
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Continuous Martingales And Brownian Motion written by Daniel Revuz and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research..." Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.