Random walk intersections
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Random walk intersections large deviations and related topics by Xia Chen

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Published by American Mathematical Society in Providence, R.I .
Written in English

Subjects:

  • Random walks (Mathematics),
  • Large deviations

Book details:

Edition Notes

Includes bibliographical references and index.

StatementXia Chen.
SeriesMathematical surveys and monographs -- v. 157
Classifications
LC ClassificationsQA274.73 .C44 2009
The Physical Object
Paginationp. cm.
ID Numbers
Open LibraryOL23621930M
ISBN 109780821848203
LC Control Number2009026903

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A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of nonintersection of a random walk with a fixed set; the probability that . Random walk intersections: large deviations and related topics / Xia Chen. p. cm.— (Mathematical surveys and monographs ; v. ) Includes bibliographical references and index. ISBN (alk. paper) 1. Random walks (Mathematics) 2. Large deviations. I. Title. QAC44 82–dc22 Copying and reprinting. Random Walk Intersections Xia Chen Publication Year: ISBN ISBN Mathematical Surveys and Monographs, vol. A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of nonintersection of a random walk with a fixed set; the probability that the paths of independent random walks do not intersect; and self-avoiding walks, i. e., random walks which have no self-intersections.

This book is devoted exclusively to a very special class of random processes, namely to random walk on the lattice points of ordinary Euclidean space. The author considered this high degree of specialization worthwhile, because of the theory of such random walks is far more complete than that of any larger class of Markov by: Random Walk Intersections: Large Deviations and Related Topics by Xia Chen This book presents an up-to-date account of one of liveliest areas of probability in the past ten years, the large deviation theory of intersections and self-intersections of random walks. 10 Intersection Probabilities for Random Walks Long range estimate Short range estimate One-sided exponent 11 Loop-erased random walk h-processes Loop-erased random walk LERW in Zd d≥3 d= 2 Rate of growth Short-range intersections 12 Appendix   Chapter 3. Mutual intersection: large deviations 59 70; Chapter 4. Self-intersection: large deviations 91 ; Chapter 5. Intersections on lattices: weak convergence ; Chapter 6. Inequalities and integrabilities ; Chapter 7. Independent random walks: large deviations ; Chapter 8. Single random walk: large deviations ; Appendix

Book description 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 by: CiteSeerX - Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): This book presents an up-to-date account of one of liveliest areas of probability in the past ten years, the large deviation theory of intersections and self-intersections of random walks. The author, one of the protagonists in this area, has collected some of the main techniques and made them accessible to an. There are two threads in Random Walk: one story is the parable of Guthrie, Sara and their walkers. And it is a parable: a group of new-agey types walk away from their old selves, literally, to become new, better and healthier people hoofing it across the In the blurb, author Lawrence Block says of this book that his readers “either love it /5. springer, A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful concepts for this purpose is that of the random walk which has applications in many areas, particularly in statistical physics and statistical chemistry. Originally published in , Intersections of Random Walks focuses on and.