Авторизация
Поиск по указателям
Hughes B.D. — Random walks and random enviroments (Vol. 1. Random walks)
Обсудите книгу на научном форуме
Нашли опечатку? Выделите ее мышкой и нажмите Ctrl+Enter
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:
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
Предметный указатель
Persistent random walk, mean number of sites visited 338
Persistent random walk, synonymous with correlated random walk 179
Persistent random walk, synonymous with recurrent random walk 122
Pivot algorithm 465
Pochhammer's symbol 572
Poisson distribution, associated with exponential waiting time density 248
Poisson distribution, defined 37
Poisson's summation formula, Borgen's form 216
Poisson's summation formula, classical form 214
Polya type walk 119
Polya walk, Bethe lattice 113
Polya walk, general definition 119
Polya walk, on a ring 161
Polya walk, one-dimensional 112
Polya's Theorem for continuous-time walk 253
Polya's Theorem, corollary to 144
Polya's Theorem, Spitzer's form 160
Polya's Theorem, stated and proved 142—144
Probability, conditional 31
Probability, defining rules 31
Probability, density function 32
Probability, distribution function 32
Probability, measure 46
Probability, space 46
Projection operator 294
Pseudolattice 20
Pseudolattice, Bethe lattice as example of 24
Pseudolattice, self-similar 25
Pseudolattice, tree-like 25
Radius of gyration of long-chain polymer 416—417
Radius of gyration of random walk 96
Random flight after many steps 91—93 102—104
Random flight, closed-form solutions 87—91
Random flight, history 55
Random flight, integral solutions 86—87
Random flight, model of polymer chain 94—98
Random flight, numerical solutions 93—94
Random flight, one-dimensional 62
Random flight, steepest descent analysis 102
Random fractal 14
Random process 1
Random system 3
Random variable, continuous-valued 32
Random variable, integer-valued 32
Random variable, introduced 31
Random walk between barriers, defect technique solution 171
Random walk between barriers, difference equation solution 170
Random walk between barriers, method of images solution 172
Random walk in continuous time see "Continuous-time random walk"
Random walk of Pearson type see "Pearson's walk"
Random walk on a lattice 111
Random walk on Bethe lattice, correlated 179
Random walk on Bethe lattice, Polya type 113
Random walk on diamond lattice, correlated 179
Random walk on tree-like pseudolattice 179
Random walk with internal states 177
Random walk, cardinality of see "Number of distinct sites visited"
Random walk, controlled by a Markov chain 177
Random walk, correlated 179
Random walk, diffusive 268
Random walk, elementary arguments 56—57
Random walk, Gillis' centrally biased 174
Random walk, history 53—56 111
Random walk, integral transform solution 57—59
Random walk, isotropic 59—62
Random walk, maximum displacement 331
Random walk, one-dimensional 62—66 100—102
Random walk, persistent 179
Random walk, randomized (misnomer) 242
Random walk, range of see "Number of distinct sites visited"
Random walk, span 331
Random walk, three-dimensional isotropic see "Random flight"
Random walk, two-dimensional isotropic see "Pearson's walk"
Randomized random walk 242
Range of random walk see "Number of distinct sites visited"
Ratio method, history 469
Ratio method, improved 470
Ratio method, simple 470
Rayleigh, Lord 53
Real-space renormalization, analogues in random processes 221
Real-space renormalization, continuous-time random walk 309
Real-space renormalization, self-avoiding walk 514
Realization of a random environment 299
Realization of a random walk 400
Realization of a self-trapping walk 413
Recurrence Theorem, stated and proved 124—125
Recurrence Theorem, used 352
Recurrent random walk 122
Reduced partition function 392
Reflecting boundary in continuum diffusion 228
Reflection formula 570
Relative dispersion 271
Renewal theory 249
Renormalization group transformation for continuous-time random walk 309
Renormalization group transformation for self-avoiding walk 514
Renormalization group transformation, analogue in lattice walk 221
Reptation 418
Resistance dimension 233
Retained site 309
Reversible trap 166
RG transformation 309
Riemann hypothesis 573
Riemann random walk, continuum limit of 196—197
Riemann random walk, evaluation of structure function 596
Riemann random walk, introduced 154
Riemann random walk, structure function asymptotics 154—156
Riemann relation 214 573
Riemann walk see "Riemann random walk"
Riemann zeta function, properties 573—574
Riemann zeta function, random walk based on 154 196
Riemann zeta function, used as a probability distribution 37
Riemann's nondifferentiable function 220
Ring closure probability, numerical, estimation of 480
Rosenstock approximation 373
Rosenstock model on a random lattice 390
Rosenstock model on fractal lattice 390
Rosenstock model, behaviour at long time 385—389
Rosenstock model, cumulant analysis 373
Rosenstock model, defined 330
Rosenstock model, exact results in one dimension 377—384
Rosenstock model, exact results on mean lifetime 374—377
Rosenstock model, history 372—373
Rosenstock model, survival probability 373
Row-convex polygons (self-avoiding) 513
Rushbrooke's scaling law 527
Saddle point method 98
Sample space 30
Scaling dimension 10
Scaling field 221
Scaling law, Rushbrooke's 527
Scaling law, Widom's 526
Scaling theory for exponents in magnetic models 525
Scaling theory for self-avoiding walk 453—457
Schwarz inequality, stated and proved 46
Schwarz inequality, used 346
Second characteristic 374
Self-affine set 16
Self-avoiding bridges 429 436 445
Self-avoiding Levy flights 499
Self-avoiding n-circuit 440
Self-avoiding polygon, connective constant 440
Self-avoiding polygon, defined 439
Self-avoiding polygon, exponent h 444
Self-avoiding polygon, Hammersley's Theorem on connective constant 440
Self-avoiding trail, analysed 494—497
Self-avoiding trail, introduced 417
Self-avoiding walk on Penrose tiling 484
Self-avoiding walk, 'true' 419
Self-avoiding walk, backbone of 431
Self-avoiding walk, complete 507
Self-avoiding walk, connective constant 423
Self-avoiding walk, defined 414
Self-avoiding walk, directed 491
Self-avoiding walk, Euler 507
Self-avoiding walk, exponent 426
Self-avoiding walk, exponent 415
Self-avoiding walk, Hamiltonian 507
Self-avoiding walk, Kasteleyn's problem 507
Self-avoiding walk, loop-erased 505
Self-avoiding walk, model non-Markovian process 3
Self-avoiding walk, spiral 508
Self-avoiding walk, unfolding 437
Self-similar lattice 25
Self-similar set 11
Self-similarity 11
Self-trapping walk 413
Sequence, subadditive 423
Sequence, submultiplicative 424
Series expansions, data for self-avoiding walks and polygons 458—464
Series expansions, history for self-avoiding walk 458
Sgn function 88
Shift theorem for Laplace transform 291
Sierpinski carpet 11
Sierpinski gasket 11
Sierpinski lattice, continuous-time random walk on 314
Sierpinski lattice, defined 25
Sierpinski lattice, random walk on 335 359
Sierpinski lattice, self-avoiding walk on 515
Simple cubic lattice, defined 21
Simple cubic lattice, Green function evaluated 610
Simple cubic lattice, return probability 153
Simple cubic lattice, structure function for 139
Simple hypercubic lattice see "Hypercubic lattice"
Singular continuous function 34
Site Green function 302
Site of a lattice 19
Slowly-varying function in discrete Tauberian Theorem 118
Slowly-varying function in Tauberian Theorems for Laplace transform 248
Smirnov density 203 206
Smoluchowski's equation 209
Solvent, 416
Solvent, 'good' 416
Solvent, interaction with 98
Sonine's integral of the product of three Bessel functions 581
Span of one-dimensional Polya walk 379
Span of random walk 331
Specific heat per site 526
Spectral dimension 30 336
Spherical model, applications of Pearson's walk to 85
spherical polar coordinates 61 532
Spiral self-avoiding walk 508
Spontaneous magnetization of n-vector model 524
Square lattice, defined 20—21
Square lattice, Green function evaluated 600
St Petersburg game, embodied in Weierstrass random walk 212
St Petersburg game, history and description 39
Stable density for d 2 206—207
Stable density in modern sense 202
Stable density in sense of Levy 200
Stable density, one-sided 203—206 594
Stable density, series expansions via Mellin transforms 593—595
Stable density, symmetric 199 283
Stable fixed point 518
Staircase polygons 512—513
Sticky site 166
Stieltjes integrals 33
Stieltjes transform 243
Stirling's formula 571
Stochastic integration 47
Stokes — Einstein relation for continuum diffusion 230
Stokes' Law 229
Stopping time, not introduced in this work 48
Strong Law of Large Numbers 402
Strong Tauberian Theorem, stated 249
Strong Tauberian Theorem, used 249 270
Strongly transient walk, asymptotically linear in n 344
Strongly transient walk, defined 126
Strongly transient walk, mean number of distinct sites visited 340
Strongly transient walk, mean number of interections 130
Strongly transient walk, necessary and sufficient condition 127
Strongly transient walk, typically needs d 5 144
Structure function in lattice dynamics 28
Structure function, body-centred cubic lattice 140
Structure function, defined for random walk 137
Structure function, face-centred cubic lattice 140
Structure function, hypercubic lattice 139
Structure function, Riemann walk 154
Structure function, simple cubic lattice 139
Structure function, Weierstraes random walk 213
Structure function, where equal to 1 138—139
Subadditive sequence 423
Subdiffusive behaviour, applications 284
Subdiffusive behaviour, continuous-time random walk 268
Submultiplicative sequence 424
Subordination in Markov processes 267
Superdiffusive behaviour with mean-square displacement still finite 284
Superdiffusive behaviour, continuous-time random walk 268
Superdiffusive behaviour, extreme case of 199
Supremum (sup) 9
Survival probability 373
susceptibility 525
Symmetric Levy density see "Stable density symmetric"
Taboo probabilities 168
Taboo site 168
Tail event 399
Tauberian Theorems for the Laplace transform, introduced 248—250
Tauberian Theorems for the Laplace transform, used 252—253 256 262—263 265—267 282 299
Tensor 97 142 285 287 353 355
Tensor, use of boldface symbol 117
Theorem of Bovier, Felder and Frolich 446
Theorem of Guttmann 495
Theorem of Hammersley and Morton, analogue for lattice animals 503
Theorem of Hammersley and Morton, applies to directed walks 491
Theorem of Hammersley and Morton, modified 436 495
Theorem of Hammersley and Morton, shows that 426
Theorem of Hammersley and Morton, stated and proved 424—425
Theorem of Hara, Slade and Sokal 431
Theorem of Jain and Pruitt on for 2—dimensional walks 357
Theorem of Jain and Pruitt on for 3—dimensional walks 353
Theorem of Jain, Orey, and Pruitt, proved 346
Theorem of Jain, Orey, and Pruitt, stated 344
Theorem of Kasteleyn and den Hollander on coloured lattices 370
Theorem of Kenkre, Montroll, and Shlesinger 295
Theorem of Lawler 130
Theorem of Lehman and Weiss 413
Theorem of Montroll and Weiss on 334
Theorem of Montroll and Weiss on continuous-time random walk 253
Theorem on Drift, proved 400
Theorem on Drift, stated 399
Thermodynamic limit 523
Theta point 98 416
Theta solvent 416
Timid random walker 391
Topological dimension 7
Trail of a random walk, fractal, dimension of 210
Trail, self-avoiding 494
Transient random walk 122
Translational invariance of periodic lattice 21
TREE see "Bethe lattice"
Tree-like pseudolattices 25
Triangular lattice as modified square lattice 602
Triangular lattice, Green function evaluated 602
True self-avoiding walk 419
Truncated tetrahedron lattice 27
Turbulent dispersion 289
Turning point 284
Universality in random walk 199
Universality in self-avoiding walk 418
Universality, concept introduced 42
Upper critical dimension 421
Реклама