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Random Walk: A Modern Introduction
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.
In and Out of Equilibrium 2
This volume consists of a collection of invited articles, written by some of the most distinguished probabilists, most of whom have been personally responsible for advances in the various subfields of probability.
Random Walk: A Modern Introduction
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.
Stat Labs
Integrating the theory and practice of statistics through a series of case studies, each lab introduces a problem, provides some scientific background, suggests investigations for the data, and provides a summary of the theory used in each case. Aimed at upper-division students.
Fractal Geometry and Dynamical Systems in Pure and Applied Mathematics II
This volume contains the proceedings from three conferences: the PISRS 2011 International Conference on Analysis, Fractal Geometry, Dynamical Systems and Economics, held November 8-12, 2011 in Messina, Italy; the AMS Special Session on Fractal Geometry in Pure and Applied Mathematics, in memory of Benoît Mandelbrot, held January 4-7, 2012, in Boston, MA; and the AMS Special Session on Geometry and Analysis on Fractal Spaces, held March 3-4, 2012, in Honolulu, HI. Articles in this volume cover fractal geometry and various aspects of dynamical systems in applied mathematics and the applications to other sciences. Also included are articles discussing a variety of connections between these sub...
Microsurveys in Discrete Probability
This book contains eleven articles surveying emerging topics in discrete probability. The papers are based on talks given by experts at the DIMACS "Microsurveys in Discrete Probability" workshop held at the Institute for Advanced Study, Princeton, NJ, in 1997. This compilation of current research in discrete probability provides a unique overview that is not available elsewhere in book or survey form. Topics covered in the volume include: Markov chains (pefect sampling, coupling from the past, mixing times), random trees (spanning trees on infinite graphs, enumeration of trees and forests, tree-valued Markov chains), distributional estimates (method of bounded differences, Stein-Chen method for normal approximation), dynamical percolation, Poisson processes, and reconstructing random walk from scenery.
An Introduction to Superprocesses
Over the past 20 years, the study of superprocesses has expanded into a major industry and can now be regarded as a central theme in modern probability theory. This book is intended as a rapid introduction to the subject, geared toward graduate students and researchers in stochastic analysis. A variety of different approaches to the superprocesses emerged over the last ten years. Yet no one approach superseded any others. In this book, readers are exposed to a number of different ways of thinking about the processes, and each is used to motivate some key results. The emphasis is on why results are true rather than on rigorous proof. Specific results are given, including extensive references to current literature for their general form.
Intersection Local Times, Loop Soups and Permanental Wick Powers
Several stochastic processes related to transient Lévy processes with potential densities , that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures endowed with a metric . Sufficient conditions are obtained for the continuity of these processes on . The processes include -fold self-intersection local times of transient Lévy processes and permanental chaoses, which are `loop soup -fold self-intersection local times' constructed from the loop soup of the Lévy process. Loop soups are also used to define permanental Wick powers, which generalizes standard Wick powers, a class of -th order Gaussian chaoses. Dynkin type isomorphism theorems are obtained that relate the various processes. Poisson chaos processes are defined and permanental Wick powers are shown to have a Poisson chaos decomposition. Additional properties of Poisson chaos processes are studied and a martingale extension is obtained for many of the processes described above.
Resonance: From Probability To Epistemology And Back
Resonance examines some building blocks of epistemology as a prelude to the careful analysis of the foundations of probability. The concept of resonance is introduced to shed light on the philosophical problems of induction, consciousness, intelligence and free will. The same concept is later applied to provide support for a new philosophical theory of probability.Although based on existing ideas and theories, the epistemological concept of resonance is investigated for the first time in this book. The best-known philosophical theories of probability, frequency and subjective, are shown to be unrealistic and dissociated from the two main branches of statistics: frequency statistics and Bayesian statistics.Written in an accessible style, this book can be enjoyed by philosophers, statisticians and mathematicians, and also by anyone looking to expand their understanding of the disciplines of epistemology and probability.
A Power Law of Order 1/4 for Critical Mean Field Swendsen-Wang Dynamics
Introduction Statement of the results Mixing time preliminaries Outline of the proof of Theorem 2.1 Random graph estimates Supercritical case Subcritical case Critical Case Fast mixing of the Swendsen-Wang process on trees Acknowledgements Bibliography
