Elements of the Random Walk


Book Description

Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. Elements of the Random Walk is an introduction to some of the most powerful and general techniques used in the application of these ideas. The mathematical construct that runs through the analysis of the topics covered in this book, unifying the mathematical treatment, is the generating function. Although the reader is introduced to analytical tools, such as path-integrals and field-theoretical formalism, the book is self-contained in that basic concepts are developed and relevant fundamental findings fully discussed. Mathematical background is provided in supplements at the end of each chapter, when appropriate. This text will appeal to graduate students across science, engineering and mathematics who need to understand the applications of random walk techniques, as well as to established researchers.




Random Walks, Critical Phenomena, and Triviality in Quantum Field Theory


Book Description

Simple random walks - or equivalently, sums of independent random vari ables - have long been a standard topic of probability theory and mathemat ical physics. In the 1950s, non-Markovian random-walk models, such as the self-avoiding walk,were introduced into theoretical polymer physics, and gradu ally came to serve as a paradigm for the general theory of critical phenomena. In the past decade, random-walk expansions have evolved into an important tool for the rigorous analysis of critical phenomena in classical spin systems and of the continuum limit in quantum field theory. Among the results obtained by random-walk methods are the proof of triviality of the cp4 quantum field theo ryin space-time dimension d (::::) 4, and the proof of mean-field critical behavior for cp4 and Ising models in space dimension d (::::) 4. The principal goal of the present monograph is to present a detailed review of these developments. It is supplemented by a brief excursion to the theory of random surfaces and various applications thereof. This book has grown out of research carried out by the authors mainly from 1982 until the middle of 1985. Our original intention was to write a research paper. However, the writing of such a paper turned out to be a very slow process, partly because of our geographical separation, partly because each of us was involved in other projects that may have appeared more urgent.




Random Walk: A Modern Introduction


Book Description

Random walks are stochastic processes formed by successive summation of independent, identically distributed random variables and are one of the most studied topics in probability theory. This contemporary introduction evolved from courses taught at Cornell University and the University of Chicago by the first author, who is one of the most highly regarded researchers in the field of stochastic processes. This text meets the need for a modern reference to the detailed properties of an important class of random walks on the integer lattice. It is suitable for probabilists, mathematicians working in related fields, and for researchers in other disciplines who use random walks in modeling.




First Steps in Random Walks


Book Description

Random walks proved to be a useful model of many complex transport processes at the micro and macroscopical level in physics and chemistry, economics, biology and other disciplines. The book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description.




Random Walks and Electric Networks


Book Description

Probability theory, like much of mathematics, is indebted to physics as a source of problems and intuition for solving these problems. Unfortunately, the level of abstraction of current mathematics often makes it difficult for anyone but an expert to appreciate this fact. Random Walks and electric networks looks at the interplay of physics and mathematics in terms of an example—the relation between elementary electric network theory and random walks —where the mathematics involved is at the college level.




Particles And Quantum Fields


Book Description

This is an introductory book on elementary particles and their interactions. It starts out with many-body Schrödinger theory and second quantization and leads, via its generalization, to relativistic fields of various spins and to gravity. The text begins with the best known quantum field theory so far, the quantum electrodynamics of photon and electrons (QED). It continues by developing the theory of strong interactions between the elementary constituents of matter (quarks). This is possible due to the property called asymptotic freedom. On the way one has to tackle the problem of removing various infinities by renormalization. The divergent sums of infinitely many diagrams are performed with the renormalization group or by variational perturbation theory (VPT). The latter is an outcome of the Feynman-Kleinert variational approach to path integrals discussed in two earlier books of the author, one representing a comprehensive treatise on path integrals, the other dealing with critial phenomena. Unlike ordinary perturbation theory, VPT produces uniformly convergent series which are valid from weak to strong couplings, where they describe critical phenomena.The present book develops the theory of effective actions which allow to treat quantum phenomena with classical formalism. For example, it derives the observed anomalous power laws of strongly interacting theories from an extremum of the action. Their fluctuations are not based on Gaussian distributions, as in the perturbative treatment of quantum field theories, or in asymptotically-free theories, but on deviations from the average which are much larger and which obey power-like distributions.Exactly solvable models are discussed and their physical properties are compared with those derived from general methods. In the last chapter we discuss the problem of quantizing the classical theory of gravity.




From Random Walks to Random Matrices


Book Description

Theoretical physics is a cornerstone of modern physics and provides a foundation for all modern quantitative science. It aims to describe all natural phenomena using mathematical theories and models, and in consequence develops our understanding of the fundamental nature of the universe. This books offers an overview of major areas covering the recent developments in modern theoretical physics. Each chapter introduces a new key topic and develops the discussion in a self-contained manner. At the same time the selected topics have common themes running throughout the book, which connect the independent discussions. The main themes are renormalization group, fixed points, universality, and continuum limit, which open and conclude the work. The development of modern theoretical physics has required important concepts and novel mathematical tools, examples discussed in the book include path and field integrals, the notion of effective quantum or statistical field theories, gauge theories, and the mathematical structure at the basis of the interactions in fundamental particle physics, including quantization problems and anomalies, stochastic dynamical equations, and summation of perturbative series.




An Unbounded Experience In Random Walks With Applications


Book Description

This volume comprises the author's account of the development of novel results in random walk theory and its applications during the fractal and chaos revolutions. The early history of probability is presented in an engaging manner, and peppered with pitfalls and paradoxes. Readers will find the introduction of Paul Lévy's work via Mandelbrot's Lévy flights which are featured uniquely as Weierstrass and Riemann random walks.Generalizations to coupled memories, internal states and fractal time are introduced at the level for graduate students. Mathematical developments are explained including Green's functions, inverse Mellin transforms, Jacobians, and matrix methods. Applications are made to anomalous diffusion and conductivity in amorphous semiconductors and supercooled liquids. The glass transition is discussed especially for pressure effects.All along the way, personal stories are recounted and special appreciations are made to Elliott Montroll and Harvey Scher for their ever-expanding influence on the field of non-equilibrium anomalous processes that now are found in topics including disordered materials, water table processes, animal foraging, blinking quantum dots, rotating flows, optical lattices, dynamical strange attractors and strange kinetics.




Random Walks, Random Fields, and Disordered Systems


Book Description

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.