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E-raamat: Random Walks, Random Fields, and Disordered Systems

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  • Sari: Lecture Notes in Mathematics 2144
  • Ilmumisaeg: 21-Sep-2015
  • Kirjastus: Springer International Publishing AG
  • Keel: eng
  • ISBN-13: 9783319193397
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  • Formaat: PDF+DRM
  • Sari: Lecture Notes in Mathematics 2144
  • Ilmumisaeg: 21-Sep-2015
  • Kirjastus: Springer International Publishing AG
  • Keel: eng
  • ISBN-13: 9783319193397

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Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems, a detailed analysis of weakly self-avoiding random walks in four spatial dimensions via methods of field theory and the renormalization group, a study of phase transitions in disordered discrete structures using a rigorous version of the cavity method, a survey of recent work on interacting polymers in the ballisticity regime and, finally, a treatise on two-dimensional loop-soup models and their connection to conformally invariant systems and the Gaussian Free Field. The notes are aimed at early graduate students with a modest background in probability and mathematical physics, although they could also be enjoyed by seasoned researchers interested in learning about recent advances in the above fields.

From Spin Glasses to Branching Brownian Motion---and Back?
1(64)
Anton Bovier
1 Introduction
1(1)
2 Spin Glasses
2(11)
2.1 Setting and Examples
2(2)
2.2 Classical Extreme Value Theory, Aka the REM
4(1)
2.3 Rough Estimates, the Second Moment Method
4(4)
2.4 The GREM, Two Levels
8(5)
3 Branching Brownian Motion
13(12)
3.1 Definition and Basics
13(2)
3.2 The F-KPP Equation
15(1)
3.3 The Travelling Wave
16(4)
3.4 The Derivative Martingale
20(5)
4 The Extremal Process of BBM
25(25)
4.1 Controlling Solutions of the F-KPP Equation
25(9)
4.2 Existence of a Limiting Process
34(3)
4.3 Flash Back to the Derivative Martingale
37(1)
4.4 A Representation for the Laplace Functional
38(3)
4.5 Interpretation as Cluster Point Process
41(9)
5 Variable Speed BBM
50(15)
References
62(3)
The Renormalization Group and Self-avoiding Walk
65(52)
David Brydges
1 Introduction
65(3)
2 The Lattice Edwards Model
68(3)
3 The Free Field and Local Time
71(3)
4 The Free Field, Local Time and Differential Forms
74(6)
4.1 Review of Differential Forms
74(3)
4.2 Gaussian Integrals in Terms of Forms
77(2)
4.3 The Local Time Isomorphism and Forms
79(1)
5 Susceptibility as a Gaussian Integral
80(8)
5.1 The Most General Split into Gaussian Plus Perturbation
81(2)
5.2 The Proof of Theorem 2.2
83(2)
5.3 The Susceptibility in Terms of Super-Convolution
85(3)
6 The Renormalisation Group
88(13)
6.1 Progressive Integration
90(1)
6.2 First Order Perturbation Theory
90(2)
6.3 Second Order Perturbation Theory
92(2)
6.4 The Error Coordinate
94(7)
7 The Norm of the Error Coordinate
101(9)
7.1 The & Norm
101(2)
7.2 The Irrelevant Parts of K+
103(5)
7.3 The Complete Recursion
108(2)
8 Outline of Proof of Theorem 5.2
110(7)
8.1 Construction of zc0, νc0
110(1)
8.2 Coupling Constants at Large Scales
111(1)
8.3 Proof of (73)
112(1)
8.4 Proof of (74)
113(1)
References
114(3)
Phase Transitions in Discrete Structures
117(30)
Amin Coja-Oghlan
1 Introduction
117(1)
2 The Cavity Method
118(14)
2.1 Basic Concepts
118(2)
2.2 Belief Propagation
120(3)
2.3 Disordered Systems
123(2)
2.4 The Replica Symmetric Ansatz
125(3)
2.5 Replica Symmetry Breaking
128(4)
3 Classical Rigorous Results
132(5)
3.1 Basics
132(2)
3.2 The "Vanilla" Second Moment Method
134(3)
4 A Physics-Enhanced Rigorous Approach
137(7)
4.1 Quiet Planting
138(2)
4.2 Condensation
140(2)
4.3 The Asymptotic 2-Colorability Threshold
142(2)
5 Conclusions and Outlook
144(3)
References
145(2)
Multidimensional Random Polymers: A Renewal Approach
147(64)
Dmitry Ioffe
1 Introduction
147(6)
1.1 Class of Models
148(1)
1.2 Morphology
149(4)
2 Thermodynamics of Annealed and Quenched Models
153(12)
2.1 Annealed Models in Dimensions d ≥ 2
154(9)
2.2 Thermodynamics of Quenched Polymers
163(2)
3 Multidimensional Renewal Theory and Annealed Polymers
165(20)
3.1 Multi-Dimensional Renewal Theory
165(9)
3.2 Ballistic Phase of Annealed Polymers
174(11)
4 Very Weak Disorder in d ≥ 4
185(9)
5 Strong Disorder
194(17)
References
209(2)
Loop Measures and the Gaussian Free Field
211(26)
Gregory F. Lawler
Jacob Perlman
1 Introduction
211(1)
2 Definitions
212(3)
3 Loop Measures
215(5)
3.1 Definition
215(3)
3.2 Relation to Loop-Erased Walk
218(2)
4 Loop Soup and Gaussian Free Field
220(17)
4.1 Soups
220(1)
4.2 Loop Soup
221(2)
4.3 A Continuous Occupation Field
223(4)
4.4 Trivial Loops
227(2)
4.5 Relation to the Real Gaussian Free Field
229(1)
4.6 Complex Weights
230(5)
References
235(2)
Index 237