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Book Cover
E-book
Author Drewitz, Alexander, author

Title An introduction to random interlacements / Alexander Drewitz, Balázs Ráth, Artëm Sapozhnikov
Published Cham : Springer, 2014

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Description 1 online resource (x, 120 pages) : illustrations
Series SpringerBriefs in Mathematics, 2191-8198
SpringerBriefs in mathematics, 2191-8198
Contents Random Walk, Green Function, Equilibrium Measure -- Random Interlacements: First Definition and Basic Properties.-Random Walk on the Torus and Random Interlacements.-Poisson Point Processes.-Random Interlacements Point Process.-Percolation of the Vacant Set.-Source of Correlations and Decorrelation via Coupling.-Decoupling Inequalities -- Phase Transition of Vu -- Coupling of Point Measures of Excursions
Summary This book gives a self-contained introduction to the theory of random interlacements. The intended reader of the book is a graduate student with a background in probability theory who wants to learn about the fundamental results and methods of this rapidly emerging field of research. The model was introduced by Sznitman in 2007 in order to describe the local picture left by the trace of a random walk on a large discrete torus when it runs up to times proportional to the volume of the torus. Random interlacements is a new percolation model on the d-dimensional lattice. The main results covered by the book include the full proof of the local convergence of random walk trace on the torus to random interlacements and the full proof of the percolation phase transition of the vacant set of random interlacements in all dimensions. The reader will become familiar with the techniques relevant to working with the underlying Poisson Process and the method of multi-scale renormalization, which helps in overcoming the challenges posed by the long-range correlations present in the model. The aim is to engage the reader in the world of random interlacements by means of detailed explanations, exercises and heuristics. Each chapter ends with short survey of related results with up-to date pointers to the literature
Analysis operationeel onderzoek
operations research
bedrijfswetenschap
management science
wiskunde
mathematics
waarschijnlijkheidstheorie
probability theory
stochastische processen
stochastic processes
toegepaste wiskunde
applied mathematics
Mathematics (General)
Wiskunde (algemeen)
Bibliography Includes bibliographical references and index
Notes English
Online resource; title from PDF title page (SpringerLink, viewed May 16, 2014)
Subject Probabilities.
Random walks (Mathematics)
Probability
probability.
MATHEMATICS -- Applied.
MATHEMATICS -- Probability & Statistics -- General.
Probabilities
Random walks (Mathematics)
Form Electronic book
Author Ráth, Balázs, author
Sapozhnikov, Artëm, author
ISBN 9783319058528
3319058525
3319058517
9783319058511