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Hughes B.D. — Random walks and random enviroments (Vol. 1. Random walks)
Hughes B.D. — Random walks and random enviroments (Vol. 1. Random walks)



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Название: Random walks and random enviroments (Vol. 1. Random walks)

Автор: Hughes B.D.

Аннотация:

Volume 1 can be read without reference to Volume 2. In Volume 1, I expect of the reader only a modest facility in classical analysis, including the theory of functions of a complex variable up to contour integration. Those elements of probability theory which are needed are introduced in Chapter 1 of Volume 1, so that although an acquaintance with elementary
probability theory is helpful, it is not essential. Appendices to Volume 1 supply useful results involving special functions and some mathematical techniques which are useful in the study of random walks. Drawing only on Volume 1, a short course on the classical theory of random walks and their applications may be based on the core material of Chapter 1, §2.1- §2.2 of Chapter 2, and Chapters 3, 4, and 6, with a more substantial course drawing on some of Chapter 5, and additional material from Chapter 2. Chapters 1 and 7 are the basis of a course on the self-avoiding walk.


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1995

Количество страниц: 631

Добавлена в каталог: 13.10.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Gamma function, duplication formula      570
Gamma function, properties      570—571
Gamma function, reflection formula      570
Gamma function, relatives of      571—573
Gap dimension      17
Gauss' transformation of elliptic integrals      576
Gaussian density as limiting density      193
Gaussian density, defined      37 189
Gaussian density, only two nonzero cumulants      374
Generalized double diffusion      225
Generalized master equation, derived from projection operators      293—295
Generalized master equation, introduced      291—293
Generalized master equation, Klafter and Silbey derivation      304
Generalized master equation, related to continuous-time random walk      295—299
Generalized Mean Value Theorem      198 383
Generating function, first-passage time distribution      120
Generating function, introduced      117
Generating function, number of self-avoiding polygons      474 495
Generating function, number of self-avoiding trails      495
Generating function, number of self-avoiding walks      466 474 495
Generating function, recovery of original sequence      117—119
Generating function, site occupancy probability      120
Gram — Charlier expansions      65 71 82 104
Grand partition function for self-avoiding walk      467
Graph      19
Group without relations      23
Growth constant for lattice animals      503
Guest site      304
Hamiltonian walks      507
Hammersley's criterion      446
Hammersley's Theorem for polygons      440
Hammersley's Theorem on self-avoiding walks with prescribed end points      444
Hankel inversion theorem      67 72 578
Harmonic dimension and random walks      335
Harmonic dimension of a continuum      234
Harmonic dimension of Sierpinski lattice      30
Harmonic dimension, defined by lattice vibrations      29
Hausdorff measure of a set      9
Hausdorff — Besicovitch dimension      8
Heaviside's unit step function      90
Heun function      614
Hexagonal close-packed lattice, Green function for      610
Hexagonal close-packed lattice, return probability      153
Hexagonal lattice      see "Honeycomb lattice"
high-temperature expansion      537
Holomorphic function      524 569
Homogeneous function      527
Homogeneous lattice self-avoiding walk      424
Homogeneous lattice walk, defined      121 332
Homogeneous lattice walk, implications for $(S_{n})$      333—335
Homogeneous lattice walk, implications for $<\Delta_{n}>$      332
Homogeneous lattice walk, implications for $Var \{S_{n} \}$      342
Homogeneous lattice walk, implications on generating functions      121
Homogeneous lattice walk, lemma on strong transience      127
Honeycomb lattice as a non-Bravais lattice      22
Honeycomb lattice, connective constant predicted      481
Honeycomb lattice, equivalent to brick wall      180
Honeycomb lattice, Green function evaluated      603
Host site      304
Husimi trees      25
Hypercubic lattice, defined      21
Hypercubic lattice, return probability      153
Hypercubic lattice, structure function for      139
Hypergeometric function, defined      574
Hypergeometric function, differential equation for      575
Hypergeometric function, generalized      581
Hypergeometric function, linear transformation      574
Hypergeometric function, quadratic transformation      574
Hyperscaling inequalities      535
Hyperscaling relation for n-vector model      529
Hyperscaling relation for self-avoiding walk      453
Hyperscaling relation, evidence for in self-avoiding walk      484
Independence of events      31
Independence of random variables      34
Infimum (inf)      9 423
Infinitely divisible      208
Infra-red bound      449
Integrated density of states      28 422
Internal energy per site      526
Internal states, random walk with      177
Irreversible traps, example of defective sites      165
Irreversible traps, randomly distributed      see "Rosenstock model"
Ising model as special case of n-vector model      525
Isotropic walks      59
Jensen's inequality, stated and proved      45—46
Jensen's inequality, used      373
Joint probability, density function      34
Joint probability, distribution function      34
Kasteleyn's walk problem      507—508
Kesten's Pattern Theorem      504—505
Killing rate      123
Killing time      124
Kinetic walk models      419
Koch curve      13
Kohlrausch relaxation function      264
Kolmogorov's equation      209
Kronecker — Weyl Equidistribution Theorem      84
L-lattice      493
Lace expansion for lattice animals      503
Lace expansion for lattice trees      504
Lace expansion for self-avoiding walk      426 449
Lace expansion for weakly self-avoiding walk      396
Lacunary, Fourier series      218 220
Lacunary, power series      218
Landau symbols      xix
Landen's transformation (of elliptic integrals)      576
Langevin function      103
Laplace transform      193
Laplace transform and moments      44
Laplace transform, defined      43
Laplace transform, inversion formula      204
Laplace Transform, Shift Theorem      291
Laser speckle      81
Lattice animals      502
Lattice Green function, evaluated      599—615
Lattice Green function, history of three-dimensional      604
Lattice Green function, introduced      132
Lattice trees      504
Lattice walk      see also "Polya walk"
Lattice walk, asymptotic analysis of structure function      595—599
Lattice walk, biased      158—160
Lattice walk, conditions for transience or recurrence      144
Lattice walk, dimensionality effects      145—154
Lattice walk, evolution equations      131
Lattice walk, historical notes      111
Lattice walk, reversible      130
Lattice walk, simple one-dimensional      140—142
Lattice walk, structure function      see "Structure function"
Lattice, Bethe      22 113
Lattice, Body-centred cubic      140
Lattice, Bravais      22
Lattice, Covering      496 507
Lattice, diamond      153 179
Lattice, directed      20
Lattice, Face-centred cubic      140
Lattice, fractal      25
Lattice, hypercubic      21 111 117 132 136 139
Lattice, introduced      19
Lattice, linear chain      21
Lattice, periodic      21
Lattice, self-similar      25
Lattice, Sierpinski      25 314 335 359 390 515
Lattice, simple cubic      21
Lattice, square      20 21
Lattice, terminology      19
Lattice, truncated tetrahedron      27
Lattice, vectors      21
Law of Large Numbers      401
Law of Large Numbers, strong      402
Law of large numbers, weak      45 402
Lawler's Theorem      130
Leaper, asymptotic behaviour      288
Leaper, defined      286
Leaper, model for turbulent dispersion      289
Lebesgue — Stieltjes integrals      33
Lemma of Dvoretzky and Erdos      332 342
Lemma of Hughes et al.      214
Lemma on strong transience      127
Lemma on subadditive sequences      423
Lemma on the asymptotic form of finite sums      332
Lemma, loop and chain      536
Lemma, Sarma's      536
Levy density      see "Stable density"
Levy, Paul      199
Lexicographic ordering      441
Lifetime in presence of traps      374
Linear chain, defined      21
Linear chain, Polya walk on      140
Linear independence of angular frequencies      84
Local fractal dimension      421
Local time      366 393
Localization problem      34
Loop and chain lemma      536
Loop erasure      431
Loop-erased self-avoiding walk      505
Lorenz equations      5
Magnetization in n-vector model      524
Manhattan lattice      493
Marginal densities      34
Marginal distributions      35
Markov chain for random walk on finite lattice      161
Markov chain, little used in this work      48
Markov chain, taboo probabilities      168
Markov chain, terminology      122
Markovian, nature of master equation      291
Markovian, process      3 412
Martingale, not introduced in this work      48
Mass dimension      15
Master equation with random coefficients      299—300
Master equation, introduced      289—291
Matrix      see also "Tensor"
Matrix, notation for walk with internal states      177
Matrix, use of boldface symbol      117
Maximum displacement of random walk      331
Maxwell — Boltzmann distribution      229 390
Mean      36
Mean field theory for n-vector model, critical temperature predicted      533
Mean field theory for n-vector model, derived      530—533
Mean field theory for n-vector model, exponents predicted, $\alpha$, $\beta$, $\gamma$, $\delta$      533—534
Mean field theory for n-vector model, exponents predicted, $\eta$, $\nu$      534
Mean motion      85
Mean value      36
Mean value theorem      198 383
Mean-square      36
Measure theory, avoided      46
Mellin convolution theorem      591
Mellin inversion theorem      588
Mellin transform and asymptotic expansions      588—592
Mellin transform, definition and properties      586—587
Memory kernel      292
Meromorphic function      569
Method of steepest descent      98
Meyer model      414
Modified Bessel function, first kind      579
Modified Bessel function, third kind      580
Moment of inertia tensor      97
Moments      36
Monodisperse      417
Monomer activity      467
Monte Carlo method for self-avoiding walks or polygons, algorithms      464—468
Monte Carlo method for self-avoiding walks or polygons, history      464
Monte Carlo method for self-avoiding walks or polygons, limitations      464
Monte Carlo method for self-avoiding walks or polygons, sources of data      464
Mosquitos      80
Multifractal      16
Mutually exclusive events      31
n-vector model, critical exponents, $\alpha$, $\alpha^{'}$      527
n-vector model, critical exponents, $\alpha_{sing}$, $\alpha^{'}_{sing}$      527
n-vector model, critical exponents, $\beta$, $\delta$      525
n-vector model, critical exponents, $\gamma$, $\gamma^{'}$      525
n-vector model, critical temperature      524
n-vector model, free energy      523
n-vector model, introduced      523
n-vector model, magnetization      524
n-vector model, scaling theory      525—527
n-vector model, spontaneous magnetization      524
n-vector model, susceptibility      525
Nearest-neighbour      19
Neighbour-avoiding walk      497
networks      19
Nienhuis' loop model, defined      542
Nienhuis' loop model, exact results for honeycomb lattice      544
Nienhuis' loop model, relation to self-avoiding polygons      543
Non-Markovian process      3
Nondifferentiable function, Riemann's      220
Nondifferentiable function, Weierstrass'      219
Noninteracting walkers      129 154
Normal density      see "Gaussian density"
Number of distinct sites visited, introduced      329
Number of distinct sites visited, mean and fractal dimension of random walk paths      210
Number of distinct sites visited, mean, Dvoretzky — Erdos analysis      331—333
Number of distinct sites visited, mean, for d $\geq$ 3      339
Number of distinct sites visited, mean, for d = 1      336—338
Number of distinct sites visited, mean, for d = 2      338—339
Number of distinct sites visited, mean, for strongly transient walks      340—341
Number of distinct sites visited, mean, generating function analysis      333—336
Number of distinct sites visited, mean, when mean-square displacement per step is $\infty$      339—340
Number of distinct sites visited, variance for d = 2      357
Number of distinct sites visited, variance for d = 3      353—357
Number of distinct sites visited, variance, Dvoretzky — Erdoes inequalities      341—343
Number of distinct sites visited, variance, when asymptotically linear      344—346
Number of polygons per lattice site      440
o() Landau symbol      xix
O() Landau symbol, defined      xix
O() Landau symbol, notational clash      542
O(N) symmetry      542
Ornstein — Zernike theory for $\nu$ and $\gamma$      534
Pair correlation function as $n \rightarrow 0$ generates self-avoiding walks      538
Pair correlation function at critical temperature      529
Pair correlation function, defined      528
Pair correlation function, scaling theory for      529—530
Partition function      331 390 523
Partition function, reduced      392
Partitions, theory of applied to spiral self-avoiding walk      510
Partitions, theory of applied to unfolding walks      438
Partitions, theory of need for provokes pessimism      418
Pausing-time density      see "Waiting-time density"
Peano curve      6
Pearson's walk after many steps      70—71
Pearson's walk, applications, crystallography      85
Pearson's walk, applications, laser speckle      81
Pearson's walk, applications, migration      80
Pearson's walk, applications, Monte Carlo integration      85
Pearson's walk, applications, spherical model      85
Pearson's walk, applications, vibrations      83
Pearson's walk, applications, wave superposition      80
Pearson's walk, closed-form solutions      68—70
Pearson's walk, equivalent to wave superposition      80
Pearson's walk, integral solutions      66—67
Pearson's walk, model of laser speckle      81
Pearson's walk, model of migration      80
Pearson's walk, numerical solutions      71—73
Pearson's walk, variable step-length      73—75
Pearson's walk, vibrations of unequal frequency      83—85
Pearson's walk, winding angle      76—79
Pearson, Karl      53
Penrose tiling      484
Percolation theory, as canonical model of random system      3
Periodic boundary conditions      28 161 163 537
Periodic lattice      21
1 2 3 4
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