ENGLISH

Random Walk Intersections: Large Deviations and Related Topics

Book information

Publisher
AMS
Year
2010
ISBN
9780821848203, 0821848208
Language
english
Format
PDF
Filesize
1 MB (1321438 bytes)
Series
Mathematical Surveys and Monographs
Pages
381\384
Library
Kolxo3
Time added
2012-08-21 20:00:00

Description

The material covered in this book involves important and non-trivial results in contemporary probability theory motivated by polymer models, as well as other topics of importance in physics and chemistry. The development carefully provides the basic definitions of mutual intersection and self-intersection local times for Brownian motions and the accompanying large deviation results. The book then proceeds to the analogues of these concepts and results for random walks on lattices of Rd. This includes suitable integrability and large deviation results for these models and some applications. Moreover, the notes and comments at the end of the chapters provide interesting remarks and references to various related results, as well as a good number of exercises. The author provides a beautiful development of these subtle topics at a level accessible to advanced graduate students.

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