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Bessel Processes, Schramm-Loewner Evolution, and the Dyson Model
Makoto Katori
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Description for Bessel Processes, Schramm-Loewner Evolution, and the Dyson Model
Paperback. Series: SpringerBriefs in Mathematical Physics. Num Pages: 151 pages, 16 colour illustrations, biography. BIC Classification: PBT; PHS; PHU. Category: (P) Professional & Vocational. Dimension: 242 x 156 x 17. Weight in Grams: 258.
The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm–Loewner evolution (SLE) and interacting particle systems related to random matrix theory. A typical example of the latter systems is Dyson's Brownian motion (BM) model. The SLE and Dyson's BM model may be considered as "children" of the Bessel process with parameter D, BES(D), and the SLE and Dyson's BM model as "grandchildren" of BM. In Chap. 1 the parenthood of BM in diffusion processes is clarified and BES(D) is defined for any D ≥ 1. Dependence of the BES(D) path on its initial ... Read more
The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm–Loewner evolution (SLE) and interacting particle systems related to random matrix theory. A typical example of the latter systems is Dyson's Brownian motion (BM) model. The SLE and Dyson's BM model may be considered as "children" of the Bessel process with parameter D, BES(D), and the SLE and Dyson's BM model as "grandchildren" of BM. In Chap. 1 the parenthood of BM in diffusion processes is clarified and BES(D) is defined for any D ≥ 1. Dependence of the BES(D) path on its initial ... Read more
Product Details
Format
Paperback
Publication date
2015
Publisher
Springer Verlag, Singapore Singapore
Number of pages
151
Condition
New
Series
SpringerBriefs in Mathematical Physics
Number of Pages
141
Place of Publication
Singapore, Singapore
ISBN
9789811002748
SKU
V9789811002748
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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