Two-Dimensional Random Walk: From Path Counting to Random Interlacements
暫譯: 二維隨機漫步:從路徑計數到隨機交錯

Popov, Serguei

  • 出版商: Cambridge
  • 出版日期: 2021-03-18
  • 售價: $2,000
  • 貴賓價: 9.5$1,900
  • 語言: 英文
  • 頁數: 200
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 1108459692
  • ISBN-13: 9781108459693
  • 海外代購書籍(需單獨結帳)

相關主題

商品描述

The main subject of this introductory book is simple random walk on the integer lattice, with special attention to the two-dimensional case. This fascinating mathematical object is the point of departure for an intuitive and richly illustrated tour of related topics at the active edge of research. It starts with three different proofs of the recurrence of the two-dimensional walk, via direct combinatorial arguments, electrical networks, and Lyapunov functions. After reviewing some relevant potential-theoretic tools, the reader is guided toward the relatively new topic of random interlacements - which can be viewed as a 'canonical soup' of nearest-neighbour loops through infinity - again with emphasis on two dimensions. On the way, readers will visit conditioned simple random walks - which are the 'noodles' in the soup - and also discover how Poisson processes of infinite objects are constructed and review the recently introduced method of soft local times. Each chapter ends with many exercises, making it suitable for courses and independent study.

商品描述(中文翻譯)

這本入門書的主要主題是整數格上的簡單隨機漫步,特別關注二維情況。這個迷人的數學對象是直觀且豐富插圖的相關主題之旅的出發點,這些主題位於研究的活躍邊緣。書中首先通過直接的組合論證、電網和 Lyapunov 函數提供三種不同的證明,來證明二維漫步的重返性。在回顧一些相關的潛能理論工具後,讀者將被引導到相對較新的隨機交錯主題——這可以被視為通過無窮大最近鄰迴圈的“典範湯”,同樣強調二維情況。在這個過程中,讀者將會接觸到條件簡單隨機漫步——這些是湯中的“麵條”——並且還會發現如何構建無限物體的泊松過程,並回顧最近引入的柔性局部時間方法。每一章結尾都有許多練習題,使其適合用於課程和獨立學習。