東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Topics in Occupation Times and Gauss...

Sznitman, Alain-Sol,

Linked to FindBook

Google Book

Amazon

博客來

Topics in Occupation Times and Gaussian Free Fields

Record Type:	Electronic resources : Monograph/item
Title/Author:	Topics in Occupation Times and Gaussian Free Fields/ Alain-Sol Sznitman
Author:	Sznitman, Alain-Sol,
Published:	Zuerich, Switzerland :European Mathematical Society Publishing House, : 2012,
Description:	1 online resource (121 pages)
Subject:	Probability & statistics -
Online resource:	https://doi.org/10.4171/109
Online resource:	https://www.ems-ph.org/img/books/sznitman_mini.jpg
ISBN:	9783037196090

Topics in Occupation Times and Gaussian Free Fields
Sznitman, Alain-Sol,

Topics in Occupation Times and Gaussian Free Fields[electronic resource] /Alain-Sol Sznitman - Zuerich, Switzerland :European Mathematical Society Publishing House,2012 - 1 online resource (121 pages) - Zurich Lectures in Advanced Mathematics (ZLAM).

Restricted to subscribers:https://www.ems-ph.org/ebooks.php

This book grew out of a graduate course at ETH Zurich during the Spring term 2011. It explores various links between such notions as occupation times of Markov chains, Gaussian free fields, Poisson point processes of Markovian loops, and random interlacements, which have been the object of intensive research over the last few years. These notions are developed in the convenient set-up of finite weighted graphs endowed with killing measures. The book first discusses elements of continuous-time Markov chains, Dirichlet forms, potential theory, together with some consequences for Gaussian free fields. Next, isomorphism theorems and generalized Ray-Knight theorems, which relate occupation times of Markov chains to Gaussian free fields, are pre- sented. Markovian loops are constructed and some of their key properties derived. The field of occupation times of Poisson point processes of Markovian loops is investigated. Of special interest are its connection to the Gaussian free field, and a formula of Symanzik. Finally, links between random interlacements and Markovian loops are discussed, and some further connections with Gaussian free fields are mentioned.

ISBN: 9783037196090

Standard No.: 10.4171/109doiSubjects--Topical Terms:

3480817
Probability & statistics

Topics in Occupation Times and Gaussian Free Fields
LDR:02200nmm a22003015a 4500 001 2233236
003 CH-001817-3
005 20120503234500.0
006 a fot ||| 0|
007 cr nn mmmmamaa
008 210928e20120511sz fot ||| 0|eng d
020 $a 9783037196090
024 7 0 $a 10.4171/109 $2 doi
035 $a 149-120503
040 $a ch0018173
072 7 $a PBT $2 bicssc
084 $a 60-xx $a 82-xx $2 msc
100 1 $a Sznitman, Alain-Sol, $e author. $3 3481029
245 1 0 $a Topics in Occupation Times and Gaussian Free Fields $h [electronic resource] / $c Alain-Sol Sznitman
260 3 $a Zuerich, Switzerland : $b European Mathematical Society Publishing House, $c 2012
300 $a 1 online resource (121 pages)
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 0 $a Zurich Lectures in Advanced Mathematics (ZLAM)
506 1 $a Restricted to subscribers: $u https://www.ems-ph.org/ebooks.php
520 $a This book grew out of a graduate course at ETH Zurich during the Spring term 2011. It explores various links between such notions as occupation times of Markov chains, Gaussian free fields, Poisson point processes of Markovian loops, and random interlacements, which have been the object of intensive research over the last few years. These notions are developed in the convenient set-up of finite weighted graphs endowed with killing measures. The book first discusses elements of continuous-time Markov chains, Dirichlet forms, potential theory, together with some consequences for Gaussian free fields. Next, isomorphism theorems and generalized Ray-Knight theorems, which relate occupation times of Markov chains to Gaussian free fields, are pre- sented. Markovian loops are constructed and some of their key properties derived. The field of occupation times of Poisson point processes of Markovian loops is investigated. Of special interest are its connection to the Gaussian free field, and a formula of Symanzik. Finally, links between random interlacements and Markovian loops are discussed, and some further connections with Gaussian free fields are mentioned.
650 0 7 $a Probability & statistics $2 bicssc $3 3480817
650 0 7 $a Probability theory and stochastic processes $2 msc $3 3480818
650 0 7 $a Statistical mechanics, structure of matter $2 msc $3 3480935
856 4 0 $u https://doi.org/10.4171/109
856 4 2 $3 cover image $u https://www.ems-ph.org/img/books/sznitman_mini.jpg