Random Walks And Physical Fields
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Random Walks And Physical Fields
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Author : Yves Le Jan
language : en
Publisher: Springer Nature
Release Date : 2024-07-01
Random Walks And Physical Fields written by Yves Le Jan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-01 with Mathematics categories.
This book presents fundamental relations between random walks on graphs and field theories of mathematical physics. Such relations have been explored for several decades and remain a rapidly developing research area in probability theory. The main objects of study include Markov loops, spanning forests, random holonomies, and covers, and the purpose of the book is to investigate their relations to Bose fields, Fermi fields, and gauge fields. The book starts with a review of some basic notions of Markovian potential theory in the simple context of a finite or countable graph, followed by several chapters dedicated to the study of loop ensembles and related statistical physical models. Then, spanning trees and Fermi fields are introduced and related to loop ensembles. Next, the focus turns to topological properties of loops and graphs, with the introduction of connections on a graph, loop holonomies, and Yang–Mills measure. Among the main results presented is an intertwining relation between merge-and-split generators on loop ensembles and Casimir operators on connections, and the key reflection positivity property for the fields under consideration. Aimed at researchers and graduate students in probability and mathematical physics, this concise monograph is essentially self-contained. Familiarity with basic notions of probability, Poisson point processes, and discrete Markov chains are assumed of the reader.
Random Walks Critical Phenomena And Triviality In Quantum Field Theory
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Author : Roberto Fernandez
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Random Walks Critical Phenomena And Triviality In Quantum Field Theory written by Roberto Fernandez 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 2013-03-14 with Science categories.
Simple random walks - or equivalently, sums of independent random vari ables - have long been a standard topic of probability theory and mathemat ical physics. In the 1950s, non-Markovian random-walk models, such as the self-avoiding walk,were introduced into theoretical polymer physics, and gradu ally came to serve as a paradigm for the general theory of critical phenomena. In the past decade, random-walk expansions have evolved into an important tool for the rigorous analysis of critical phenomena in classical spin systems and of the continuum limit in quantum field theory. Among the results obtained by random-walk methods are the proof of triviality of the cp4 quantum field theo ryin space-time dimension d (::::) 4, and the proof of mean-field critical behavior for cp4 and Ising models in space dimension d (::::) 4. The principal goal of the present monograph is to present a detailed review of these developments. It is supplemented by a brief excursion to the theory of random surfaces and various applications thereof. This book has grown out of research carried out by the authors mainly from 1982 until the middle of 1985. Our original intention was to write a research paper. However, the writing of such a paper turned out to be a very slow process, partly because of our geographical separation, partly because each of us was involved in other projects that may have appeared more urgent.
Elements Of The Random Walk
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Author : Joseph Rudnick
language : en
Publisher: Cambridge University Press
Release Date : 2010-03-25
Elements Of The Random Walk written by Joseph Rudnick and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-25 with Science categories.
Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. This book is an introduction to some of the most powerful and general techniques used in the application of these ideas. Its self-contained text will appeal to graduate students across science, engineering and mathematics who need to understand the applications of random walk techniques, as well as to established researchers.
An Unbounded Experience In Random Walks With Applications
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Author : Michael F Shlesinger
language : en
Publisher: World Scientific
Release Date : 2021-06-29
An Unbounded Experience In Random Walks With Applications written by Michael F Shlesinger and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-29 with Mathematics categories.
This volume comprises the author's account of the development of novel results in random walk theory and its applications during the fractal and chaos revolutions. The early history of probability is presented in an engaging manner, and peppered with pitfalls and paradoxes. Readers will find the introduction of Paul Lévy's work via Mandelbrot's Lévy flights which are featured uniquely as Weierstrass and Riemann random walks.Generalizations to coupled memories, internal states and fractal time are introduced at the level for graduate students. Mathematical developments are explained including Green's functions, inverse Mellin transforms, Jacobians, and matrix methods. Applications are made to anomalous diffusion and conductivity in amorphous semiconductors and supercooled liquids. The glass transition is discussed especially for pressure effects.All along the way, personal stories are recounted and special appreciations are made to Elliott Montroll and Harvey Scher for their ever-expanding influence on the field of non-equilibrium anomalous processes that now are found in topics including disordered materials, water table processes, animal foraging, blinking quantum dots, rotating flows, optical lattices, dynamical strange attractors and strange kinetics.
Random Walk A Modern Introduction
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Author : Gregory F. Lawler
language : en
Publisher: Cambridge University Press
Release Date : 2010-06-24
Random Walk A Modern Introduction written by Gregory F. Lawler and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-06-24 with Mathematics categories.
Random walks are stochastic processes formed by successive summation of independent, identically distributed random variables and are one of the most studied topics in probability theory. This contemporary introduction evolved from courses taught at Cornell University and the University of Chicago by the first author, who is one of the most highly regarded researchers in the field of stochastic processes. This text meets the need for a modern reference to the detailed properties of an important class of random walks on the integer lattice. It is suitable for probabilists, mathematicians working in related fields, and for researchers in other disciplines who use random walks in modeling.
Random Walk And The Heat Equation
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Author : Gregory F. Lawler
language : en
Publisher: American Mathematical Soc.
Release Date : 2010-11-22
Random Walk And The Heat Equation 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 2010-11-22 with Mathematics categories.
The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation and considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equations and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. This first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For example, solving the heat equation in the discrete setting becomes a problem of diagonalization of symmetric matrices, which becomes a problem in Fourier series in the continuous case. Random walk and Brownian motion are introduced and developed from first principles. The latter two chapters discuss different topics: martingales and fractal dimension, with the chapters tied together by one example, a random Cantor set. The idea of this book is to merge probabilistic and deterministic approaches to heat flow. It is also intended as a bridge from undergraduate analysis to graduate and research perspectives. The book is suitable for advanced undergraduates, particularly those considering graduate work in mathematics or related areas.
Particles And Quantum Fields
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Author : Hagen Kleinert
language : en
Publisher: World Scientific
Release Date : 2016-05-30
Particles And Quantum Fields written by Hagen Kleinert and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-30 with Science categories.
This is an introductory book on elementary particles and their interactions. It starts out with many-body Schrödinger theory and second quantization and leads, via its generalization, to relativistic fields of various spins and to gravity. The text begins with the best known quantum field theory so far, the quantum electrodynamics of photon and electrons (QED). It continues by developing the theory of strong interactions between the elementary constituents of matter (quarks). This is possible due to the property called asymptotic freedom. On the way one has to tackle the problem of removing various infinities by renormalization. The divergent sums of infinitely many diagrams are performed with the renormalization group or by variational perturbation theory (VPT). The latter is an outcome of the Feynman-Kleinert variational approach to path integrals discussed in two earlier books of the author, one representing a comprehensive treatise on path integrals, the other dealing with critial phenomena. Unlike ordinary perturbation theory, VPT produces uniformly convergent series which are valid from weak to strong couplings, where they describe critical phenomena.The present book develops the theory of effective actions which allow to treat quantum phenomena with classical formalism. For example, it derives the observed anomalous power laws of strongly interacting theories from an extremum of the action. Their fluctuations are not based on Gaussian distributions, as in the perturbative treatment of quantum field theories, or in asymptotically-free theories, but on deviations from the average which are much larger and which obey power-like distributions.Exactly solvable models are discussed and their physical properties are compared with those derived from general methods. In the last chapter we discuss the problem of quantizing the classical theory of gravity.
Random Walks And Geometry
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Author : Vadim A. Kaimanovich
language : en
Publisher: Walter de Gruyter
Release Date : 2004
Random Walks And Geometry written by Vadim A. Kaimanovich and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematics categories.
Recent developments show that probability methods have become a very powerful tool in such different areas as statistical physics, dynamical systems, Riemannian geometry, group theory, harmonic analysis, graph theory and computer science. This volume is an outcome of the special semester 2001 - Random Walks held at the Schrödinger Institute in Vienna, Austria. It contains original research articles with non-trivial new approaches based on applications of random walks and similar processes to Lie groups, geometric flows, physical models on infinite graphs, random number generators, Lyapunov exponents, geometric group theory, spectral theory of graphs and potential theory. Highlights are the first survey of the theory of the stochastic Loewner evolution and its applications to percolation theory (a new rapidly developing and very promising subject at the crossroads of probability, statistical physics and harmonic analysis), surveys on expander graphs, random matrices and quantum chaos, cellular automata and symbolic dynamical systems, and others. The contributors to the volume are the leading experts in the area.
From Random Walks To Random Matrices
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Author : Jean Zinn-Justin
language : en
Publisher: Oxford University Press, USA
Release Date : 2019-06-27
From Random Walks To Random Matrices written by Jean Zinn-Justin and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-27 with Science categories.
Theoretical physics is a cornerstone of modern physics and provides a foundation for all modern quantitative science. It aims to describe all natural phenomena using mathematical theories and models, and in consequence develops our understanding of the fundamental nature of the universe. This books offers an overview of major areas covering the recent developments in modern theoretical physics. Each chapter introduces a new key topic and develops the discussion in a self-contained manner. At the same time the selected topics have common themes running throughout the book, which connect the independent discussions. The main themes are renormalization group, fixed points, universality, and continuum limit, which open and conclude the work. The development of modern theoretical physics has required important concepts and novel mathematical tools, examples discussed in the book include path and field integrals, the notion of effective quantum or statistical field theories, gauge theories, and the mathematical structure at the basis of the interactions in fundamental particle physics, including quantization problems and anomalies, stochastic dynamical equations, and summation of perturbative series.
Dynamic Random Walks
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Author : Nadine Guillotin-Plantard
language : en
Publisher: Elsevier
Release Date : 2006-02-08
Dynamic Random Walks written by Nadine Guillotin-Plantard and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-08 with Mathematics categories.
The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).· New probabilistic model, new results in probability theory· Original applications in computer science· Applications in mathematical physics· Applications in finance