Random Walk Intersections: Large Deviations and Related Topics (Mathematical Surveys and Monographs)
Random Walk Intersections: Large Deviations and Related Topics (Mathematical Surveys and Monographs) by Xia Chen
English | 2010 | ISBN: 0821848208 | 335 Pages | PDF | 1.95 MB
English | 2010 | ISBN: 0821848208 | 335 Pages | PDF | 1.95 MB
The material covered in this book involves important and non-trivial results in contemporary probability theory motivated by polymer models, as well as other topics of importance in physics and chemistry. The development carefully provides the basic definitions of mutual intersection and self-intersection local times for Brownian motions and the accompanying large deviation results. The book then proceeds to the analogues of these concepts and results for random walks on lattices of Rd. This includes suitable integrability and large deviation results for these models and some applications. Moreover, the notes and comments at the end of the chapters provide interesting remarks and references to various related results, as well as a good number of exercises. The author provides a beautiful development of these subtle topics at a level accessible to advanced graduate students.