The Parabolic Anderson Model - Random Walk in Random Potential (Hardcover, 1st ed. 2016)

This is a comprehensive survey on the research on the parabolic Anderson model - the heat equation with random potential or the random walk in random potential - of the years 1990 - 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension.

General

Imprint:	Birkhauser Verlag AG
Country of origin:	Switzerland
Series:	Pathways in Mathematics
Release date:	June 2016
First published:	2016
Authors:	Wolfgang Koenig
Dimensions:	235 x 155 x 13mm (L x W x T)
Format:	Hardcover
Pages:	192
Edition:	1st ed. 2016
ISBN-13:	978-3-319-33595-7
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	3-319-33595-2
Barcode:	9783319335957

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