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From Markov chains to non-equilibrium particle systems /
This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
River Edge, N.J. ; Hong Kong :
World Scientific,
©2004.
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| Edición: | 2nd ed. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- An overview of the book : starting from Markov chains
- pt. I. General jump processes
- Ch. 1. Transition function and its Laplace transform
- Ch. 2. Existence and simple constructions of jump processes
- Ch. 3. Uniqueness criteria
- Ch. 4. Recurrence, ergodicity and invariant measures
- Ch. 5. Probability metrics and coupling methods
- pt. II. Symmetrizable jump processes
- Ch. 6. Symmetrizable jump processes and Dirichlet forms
- Ch. 7. Field theory
- Ch. 8. Large deviations
- Ch. 9. Spectral gap
- pt. III. Equilibrium particle systems
- Ch. 10. Random fields
- Ch. 11. Reversible spin processes and exclusion processes
- Ch. 12. Yang-Mills lattice field
- pt. IV. Non-equilibrium particle systems
- Ch. 13. Constructions of the processes
- Ch. 14. Existence of stationary distributions and ergodicity
- Ch. 15. Phase transitions
- Ch. 16. Hydrodynamic limits.