Gaussian Processes on Trees

Gaussian Processes on Trees

AngličtinaEbook
Bovier, Anton
Cambridge University Press
EAN: 9781316871256
Dostupné online
87,99 €
Bežná cena: 97,77 €
Zľava 10 %
ks

Podrobné informácie

Branching Brownian motion (BBM) is a classical object in probability theory with deep connections to partial differential equations. This book highlights the connection to classical extreme value theory and to the theory of mean-field spin glasses in statistical mechanics. Starting with a concise review of classical extreme value statistics and a basic introduction to mean-field spin glasses, the author then focuses on branching Brownian motion. Here, the classical results of Bramson on the asymptotics of solutions of the F-KPP equation are reviewed in detail and applied to the recent construction of the extremal process of BBM. The extension of these results to branching Brownian motion with variable speed are then explained. As a self-contained exposition that is accessible to graduate students with some background in probability theory, this book makes a good introduction for anyone interested in accessing this exciting field of mathematics.
EAN 9781316871256
ISBN 1316871258
Typ produktu Ebook
Vydavateľ Cambridge University Press
Dátum vydania 7. novembra 2016
Jazyk English
Krajina Uruguay
Autori Bovier, Anton
Séria Cambridge Studies in Advanced Mathematics