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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.
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Рубрика: Математика /
Статус предметного указателя: Готов указатель с номерами страниц
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Год издания: 1995
Количество страниц: 631
Добавлена в каталог: 13.10.2005
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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 333—335
Homogeneous lattice walk, implications for 332
Homogeneous lattice walk, implications for 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, , , , 533—534
Mean field theory for n-vector model, exponents predicted, , 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, , 527
n-vector model, critical exponents, , 527
n-vector model, critical exponents, , 525
n-vector model, critical exponents, , 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 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 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 and 534
Pair correlation function as 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
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