Probability and Statistical Physics in Two and More Dimensions


Book Description

This volume is a collection of lecture notes for six of the ten courses given in Buzios, Brazil by prominent probabilists at the 2010 Clay Mathematics Institute Summer School, ``Probability and Statistical Physics in Two and More Dimensions'' and at the XIV Brazilian School of Probability. In the past ten to fifteen years, various areas of probability theory related to statistical physics, disordered systems and combinatorics have undergone intensive development. A number of these developments deal with two-dimensional random structures at their critical points, and provide new tools and ways of coping with at least some of the limitations of Conformal Field Theory that had been so successfully developed in the theoretical physics community to understand phase transitions of two-dimensional systems. Included in this selection are detailed accounts of all three foundational courses presented at the Clay school--Schramm-Loewner Evolution and other Conformally Invariant Objects, Noise Sensitivity and Percolation, Scaling Limits of Random Trees and Planar Maps--together with contributions on Fractal and Multifractal properties of SLE and Conformal Invariance of Lattice Models. Finally, the volume concludes with extended articles based on the courses on Random Polymers and Self-Avoiding Walks given at the Brazilian School of Probability during the final week of the school. Together, these notes provide a panoramic, state-of-the-art view of probability theory areas related to statistical physics, disordered systems and combinatorics. Like the lectures themselves, they are oriented towards advanced students and postdocs, but experts should also find much of interest.




High-Dimensional Probability


Book Description

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.




Statistical Mechanics of Lattice Systems


Book Description

A self-contained, mathematical introduction to the driving ideas in equilibrium statistical mechanics, studying important models in detail.




Probability and Statistical Physics in St. Petersburg


Book Description

This book brings a reader to the cutting edge of several important directions of the contemporary probability theory, which in many cases are strongly motivated by problems in statistical physics. The authors of these articles are leading experts in the field and the reader will get an exceptional panorama of the field from the point of view of scientists who played, and continue to play, a pivotal role in the development of the new methods and ideas, interlinking it with geometry, complex analysis, conformal field theory, etc., making modern probability one of the most vibrant areas in mathematics.




High-Dimensional Statistics


Book Description

A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.




Statistical Physics of Particles


Book Description

Statistical physics has its origins in attempts to describe the thermal properties of matter in terms of its constituent particles, and has played a fundamental role in the development of quantum mechanics. Based on lectures taught by Professor Kardar at MIT, this textbook introduces the central concepts and tools of statistical physics. It contains a chapter on probability and related issues such as the central limit theorem and information theory, and covers interacting particles, with an extensive description of the van der Waals equation and its derivation by mean field approximation. It also contains an integrated set of problems, with solutions to selected problems at the end of the book and a complete set of solutions is available to lecturers on a password protected website at www.cambridge.org/9780521873420. A companion volume, Statistical Physics of Fields, discusses non-mean field aspects of scaling and critical phenomena, through the perspective of renormalization group.




E.T. Jaynes


Book Description

The first six chapters of this volume present the author's 'predictive' or information theoretic' approach to statistical mechanics, in which the basic probability distributions over microstates are obtained as distributions of maximum entropy (Le. , as distributions that are most non-committal with regard to missing information among all those satisfying the macroscopically given constraints). There is then no need to make additional assumptions of ergodicity or metric transitivity; the theory proceeds entirely by inference from macroscopic measurements and the underlying dynamical assumptions. Moreover, the method of maximizing the entropy is completely general and applies, in particular, to irreversible processes as well as to reversible ones. The next three chapters provide a broader framework - at once Bayesian and objective - for maximum entropy inference. The basic principles of inference, including the usual axioms of probability, are seen to rest on nothing more than requirements of consistency, above all, the requirement that in two problems where we have the same information we must assign the same probabilities. Thus, statistical mechanics is viewed as a branch of a general theory of inference, and the latter as an extension of the ordinary logic of consistency. Those who are familiar with the literature of statistics and statistical mechanics will recognize in both of these steps a genuine 'scientific revolution' - a complete reversal of earlier conceptions - and one of no small significance.




Random Graphs, Phase Transitions, and the Gaussian Free Field


Book Description

The 2017 PIMS-CRM Summer School in Probability was held at the Pacific Institute for the Mathematical Sciences (PIMS) at the University of British Columbia in Vancouver, Canada, during June 5-30, 2017. It had 125 participants from 20 different countries, and featured two main courses, three mini-courses, and twenty-nine lectures. The lecture notes contained in this volume provide introductory accounts of three of the most active and fascinating areas of research in modern probability theory, especially designed for graduate students entering research: Scaling limits of random trees and random graphs (Christina Goldschmidt) Lectures on the Ising and Potts models on the hypercubic lattice (Hugo Duminil-Copin) Extrema of the two-dimensional discrete Gaussian free field (Marek Biskup) Each of these contributions provides a thorough introduction that will be of value to beginners and experts alike.




Sojourns in Probability Theory and Statistical Physics - III


Book Description

Charles M. (Chuck) Newman has been a leader in Probability Theory and Statistical Physics for nearly half a century. This three-volume set is a celebration of the far-reaching scientific impact of his work. It consists of articles by Chuck’s collaborators and colleagues across a number of the fields to which he has made contributions of fundamental significance. This publication was conceived during a conference in 2016 at NYU Shanghai that coincided with Chuck's 70th birthday. The sub-titles of the three volumes are: I. Spin Glasses and Statistical Mechanics II. Brownian Web and Percolation III. Interacting Particle Systems and Random Walks The articles in these volumes, which cover a wide spectrum of topics, will be especially useful for graduate students and researchers who seek initiation and inspiration in Probability Theory and Statistical Physics.




Probability on Graphs


Book Description

This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolation, self-avoiding walk, interacting particle systems, uniform spanning tree, random graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and the Lorentz model for motion in a random medium. This new edition features accounts of major recent progress, including the exact value of the connective constant of the hexagonal lattice, and the critical point of the random-cluster model on the square lattice. The choice of topics is strongly motivated by modern applications, and focuses on areas that merit further research. Accessible to a wide audience of mathematicians and physicists, this book can be used as a graduate course text. Each chapter ends with a range of exercises.