Get Gaussian Processes on Trees: From Spin Glasses to Branching PDF

By Anton Bovier

ISBN-10: 1107160499

ISBN-13: 9781107160491

Branching Brownian movement (BBM) is a classical item in chance thought with deep connections to partial differential equations. This e-book highlights the relationship to classical severe price conception and to the idea of mean-field spin glasses in statistical mechanics. beginning with a concise evaluate of classical severe price records and a uncomplicated advent to mean-field spin glasses, the writer then makes a speciality of branching Brownian movement. the following, the classical result of Bramson at the asymptotics of options of the F-KPP equation are reviewed intimately and utilized to the new building of the extremal strategy of BBM. The extension of those effects to branching Brownian movement with variable velocity are then defined. As a self-contained exposition that's obtainable to graduate scholars with a few history in likelihood thought, this publication makes a superb creation for a person drawn to gaining access to this fascinating box of mathematics.

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