Large Deviations And Metastability In Condensing Stochastic Particle Systems
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Author | : Paul I. Chleboun |
Publisher | : |
Total Pages | : 0 |
Release | : 2011 |
Genre | : |
ISBN | : |
Download Large Deviations and Metastability in Condensing Stochastic Particle Systems Book in PDF, Epub and Kindle
Author | : Enzo Olivieri |
Publisher | : Cambridge University Press |
Total Pages | : 540 |
Release | : 2005-02-21 |
Genre | : Mathematics |
ISBN | : 9780521591638 |
Download Large Deviations and Metastability Book in PDF, Epub and Kindle
Publisher Description
Author | : S. R. S. Varadhan |
Publisher | : American Mathematical Soc. |
Total Pages | : 114 |
Release | : 2016-12-08 |
Genre | : Mathematics |
ISBN | : 082184086X |
Download Large Deviations Book in PDF, Epub and Kindle
The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed. The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.
Author | : Feng, Shui |
Publisher | : National Library of Canada = Bibliothèque nationale du Canada |
Total Pages | : 216 |
Release | : 1993 |
Genre | : Large deviations |
ISBN | : |
Download Large Deviations of Particle Systems [microform] Book in PDF, Epub and Kindle
Author | : Maria Eulália Vares |
Publisher | : |
Total Pages | : 66 |
Release | : 1992 |
Genre | : |
ISBN | : |
Download Large Deviations and Metastability Book in PDF, Epub and Kindle
Author | : Anton Bovier |
Publisher | : Springer |
Total Pages | : 578 |
Release | : 2016-02-11 |
Genre | : Mathematics |
ISBN | : 3319247778 |
Download Metastability Book in PDF, Epub and Kindle
This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes. The authors shed new light on the metastability phenomenon as a sequence of visits of the path of the process to different metastable sets, and focuses on the precise analysis of the respective hitting probabilities and hitting times of these sets. The theory is illustrated with many examples, ranging from finite-state Markov chains, finite-dimensional diffusions and stochastic partial differential equations, via mean-field dynamics with and without disorder, to stochastic spin-flip and particle-hop dynamics and probabilistic cellular automata, unveiling the common universal features of these systems with respect to their metastable behaviour. The monograph will serve both as comprehensive introduction and as reference for graduate students and researchers interested in metastability.
Author | : Massimo Cavallaro |
Publisher | : |
Total Pages | : |
Release | : 2016 |
Genre | : |
ISBN | : |
Download Towards Large Deviations in Stochastic Systems with Memory Book in PDF, Epub and Kindle
Author | : Paul Gilbert Dupuis |
Publisher | : |
Total Pages | : 234 |
Release | : 1985 |
Genre | : Least absolute deviations (Statistics) |
ISBN | : |
Download Large Deviations Theorems for Non-Markovain Systems Book in PDF, Epub and Kindle
Author | : Fergal Toomey |
Publisher | : |
Total Pages | : |
Release | : 1998 |
Genre | : |
ISBN | : |
Download Large Deviations in a Class of Stochastic Discrete Event Systems Book in PDF, Epub and Kindle
Author | : Jiarui Cao |
Publisher | : |
Total Pages | : |
Release | : 2016 |
Genre | : |
ISBN | : |
Download Dynamics of Condensation in Stochastic Particle Systems Book in PDF, Epub and Kindle