Random walk intersections : large deviations and related topics

Author(s)

Bibliographic Information

Random walk intersections : large deviations and related topics

Xia Chen

(Mathematical surveys and monographs, v. 157)

American Mathematical Society, c2010

Available at  / 38 libraries

Search this Book/Journal

Note

Includes bibliographical references (p. 321-327) and index

Description and Table of Contents

Description

The material covered in this book involves important and non-trivial results in contemporary probability theory motivated by polymer models, as well as other topics of importance in physics and chemistry. The development carefully provides the basic definitions of mutual intersection and self-intersection local times for Brownian motions and the accompanying large deviation results. The book then proceeds to the analogues of these concepts and results for random walks on lattices of Rd. This includes suitable integrability and large deviation results for these models and some applications. Moreover, the notes and comments at the end of the chapters provide interesting remarks and references to various related results, as well as a good number of exercises. The author provides a beautiful development of these subtle topics at a level accessible to advanced graduate students.

by "Nielsen BookData"

Related Books: 1-1 of 1

Details

Page Top