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Gaussian Processes on Trees

From Spin Glasses to Branching Brownian Motion

Specificaties
Gebonden, 210 blz. | Engels
Cambridge University Press | e druk, 2016
ISBN13: 9781107160491
Rubricering
Cambridge University Press e druk, 2016 9781107160491
Onderdeel van serie Cambridge Studies in
€ 79,02
Levertijd ongeveer 8 werkdagen

Samenvatting

Branching Brownian motion (BBM) is a classical object in probability theory with deep connections to partial differential equations. This book highlights the connection to classical extreme value theory and to the theory of mean-field spin glasses in statistical mechanics. Starting with a concise review of classical extreme value statistics and a basic introduction to mean-field spin glasses, the author then focuses on branching Brownian motion. Here, the classical results of Bramson on the asymptotics of solutions of the F-KPP equation are reviewed in detail and applied to the recent construction of the extremal process of BBM. The extension of these results to branching Brownian motion with variable speed are then explained. As a self-contained exposition that is accessible to graduate students with some background in probability theory, this book makes a good introduction for anyone interested in accessing this exciting field of mathematics.

Specificaties

ISBN13:9781107160491
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:210

Inhoudsopgave

1. Extreme value theory for iid sequences; 2. Extremal processes; 3. Normal sequences; 4. Spin glasses; 5. Branching Brownian motion; 6. Bramson's analysis of the F-KPP equation; 7. The extremal process of BBM; 8. Full extremal process; 9. Variable speed BBM; References; Index.
€ 79,02
Levertijd ongeveer 8 werkdagen

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        Gaussian Processes on Trees