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Gaussian Processes on Trees - From Spin Glasses to Branching Brownian Motion (Hardcover)
Loot Price: R1,622
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Gaussian Processes on Trees - From Spin Glasses to Branching Brownian Motion (Hardcover)
Series: Cambridge Studies in Advanced Mathematics
Expected to ship within 12 - 17 working days
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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.
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