Random explorations
Author(s)
Bibliographic Information
Random explorations
（Student mathematical library, v. 98）
American Mathematical Society, c2022
- : pbk
Available at / 15 libraries
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The Institute for Solid State Physics Library. The University of Tokyo.図書室
: pbk417.1:R17210402389
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Note
Includes bibliographical references (p. 195-196) and index
Description and Table of Contents
Description
The title Random Explorations has two meanings. First, a few topics of advanced probability are deeply explored. Second, there is a recurring theme of analyzing a random object by exploring a random path.
This book is an outgrowth of lectures by the author in the University of Chicago Research Experiences for Undergraduate (REU) program in 2020. The idea of the course was to expose advanced undergraduates to ideas in probability research.
The book begins with Markov chains with an emphasis on transient or killed chains that have finite Green's function. This function, and its inverse called the Laplacian, is discussed next to relate two objects that arise in statistical physics, the loop-erased random walk (LERW) and the uniform spanning tree (UST). A modern approach is used including loop measures and soups. Understanding these approaches as the system size goes to infinity requires a deep understanding of the simple random walk so that is studied next, followed by a look at the infinite LERW and UST. Another model, the Gaussian free field (GFF), is introduced and related to loop measure. The emphasis in the book is on discrete models, but the final chapter gives an introduction to the continuous objects: Brownian motion, Brownian loop measures and soups, Schramm-Loewner evolution (SLE), and the continuous Gaussian free field. A number of exercises scattered throughout the text will help a serious reader gain better understanding of the material.
Table of Contents
Markov chains
Loop-erased random walk
Loop soups
Random walk in $\mathbb{Z}$
LERW and spanning trees on $\mathbb{Z}^d$
Gaussian free field
Scaling limits
Some background and extra topics
Bibliography
Index
by "Nielsen BookData"
