Gaussian processes on trees : from spin glasses to branching Brownian motion / Anton Bovier, University of Bonn, Germany.
Material type: TextSeries: Cambridge studies in advanced mathematics ; 163.Publisher: Cambridge : Cambridge University Press, 2017Description: 1 online resource (x, 200 pages) : digital, PDF file(s)Content type:- text
- computer
- online resource
- 9781316675779 (ebook)
- 519.2/3 23
- QA274.4 .B68 2017
Item type | Current library | Collection | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
eBooks | Central Library | Statistics & Probability | Available | EB0494 |
Title from publisher's bibliographic system (viewed on 02 Dec 2016).
Branching Brownian motion (BBM) is a classical object in probability theory with deep connections to partial differential equations. This book highlights the connection to classical extreme value theory and to the theory of mean-field spin glasses in statistical mechanics. Starting with a concise review of classical extreme value statistics and a basic introduction to mean-field spin glasses, the author then focuses on branching Brownian motion. Here, the classical results of Bramson on the asymptotics of solutions of the F-KPP equation are reviewed in detail and applied to the recent construction of the extremal process of BBM. The extension of these results to branching Brownian motion with variable speed are then explained. As a self-contained exposition that is accessible to graduate students with some background in probability theory, this book makes a good introduction for anyone interested in accessing this exciting field of mathematics.
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