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This book has been long awaited in the "interacting particle systems" community. Begun by Claude Kipnis before his untimely death, it was completed by Claudio Landim, his most brilliant student and collaborator. It presents the techniques used in the proof of the hydrodynamic behavior of interacting particle systems.
"Interacting particle systems are Markov processes involving infinitely many interacting components. Since their introduction in the 1970s, researchers have found many applications in statistical physics and population biology. Genealogies, which follow the origin of the state of a site backwards in time, play an important role in their studies, especially for the biologically motivated systems. The program Genealogies of Interacting Particle Systems held at the Institute for Mathematical Sciences, National University of Singapore, from 17 July to 18 Aug 2017, brought together experts and young researchers interested in this modern topic. Central to the program were learning sessions where lecturers presented work outside of their own research, as well as a normal workshop "--Publisher's website.
At what point in the development of a new field should a book be written about it? This question is seldom easy to answer. In the case of interacting particle systems, important progress continues to be made at a substantial pace. A number of problems which are nearly as old as the subject itself remain open, and new problem areas continue to arise and develop. Thus one might argue that the time is not yet ripe for a book on this subject. On the other hand, this field is now about fifteen years old. Many important of several basic models is problems have been solved and the analysis almost complete. The papers written on this subject number in the hundreds. It has become increasingly difficult for newcomers to master the proliferating literature, and for workers in allied areas to make effective use of it. Thus I have concluded that this is an appropriate time to pause and take stock of the progress made to date. It is my hope that this book will not only provide a useful account of much of this progress, but that it will also help stimulate the future vigorous development of this field.
The dynamics of infinite classical lattice systems has been considered and has led to the study of the properties of ergodicity and convergence to equilibrium of a new class of Markov semigroups. Quantum analogues of these semigroups have also been considered. However, the problem of deriving these Markovian semigroups and, what is much more interesting, the associated stochastic flows, as limits of Hamiltonian systems, rather than postulating their form on a phenomenological basis, is essentially open both in the classical case and in the quantum case. This book presents a conjecture that, by coupling a quantum spin system in finite volume to a quantum field via a suitable interaction, applying the stochastic golden rule and taking the thermodynamic limit, one may obtain a class of quantum flows which, when restricted to an appropriate Abelian subalgebra, gives rise to the classical interacting particle systems studied in classical statistical mechanics.
Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.
This volume contains the proceedings of a five-day NATO Advanced Research Workshop "On Three Levels, the mathematical physics of micro-, meso-, and macro phenomena," conducted from July 19 to 23 in Leuven, Belgium. The main purpose of the workshop was to bring together and to confront where relevant, classical and quantum approaches in the rigorous study of the relation between the various levels of physical description. The reader will find here discussions on a variety of topics involving a broad range of scales. For the micro-level, contributions are presented on models of reaction-diffusion pro cesses, quantum groups and quantum spin systems. The reports on quantum disorder, the quantum Hall effect, semi-classical approaches of wave mechanics and the random Schrodinger equation can be situated on the meso-level. Discussions on macroscopic quantum effects and large scale fluctuations are dealing with the macroscopic level of description. These three levels are however not independent and emphasis is put on relating these scales of description. This is especially the case for the contributions on kinetic and hydrodynamicallimits, the discussions on large deviations and the strong and weak coupling limits. The advisory board was composed of J.L. Lebowitz, J.T. Lewis and E.H. Lieb. The organizing committee was formed by Ph.A. Martin, G.L. Sewell, E.R. Speer and A.
Charles M. (Chuck) Newman has been a leader in Probability Theory and Statistical Physics for nearly half a century. This three-volume set is a celebration of the far-reaching scientific impact of his work. It consists of articles by Chuck’s collaborators and colleagues across a number of the fields to which he has made contributions of fundamental significance. This publication was conceived during a conference in 2016 at NYU Shanghai that coincided with Chuck's 70th birthday. The sub-titles of the three volumes are: I. Spin Glasses and Statistical Mechanics II. Brownian Web and Percolation III. Interacting Particle Systems and Random Walks The articles in these volumes, which cover a wide spectrum of topics, will be especially useful for graduate students and researchers who seek initiation and inspiration in Probability Theory and Statistical Physics.
This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come. Frank has always liked new phenomena, clean formulations and elegant proofs. He has created or opened up several research areas and it is not surprising that many people are still working out the consequences of his inventions. By way of introduction we have reprinted some of Frank's seminal articles so that the reader can easily see for himself the point of origin for much of the research presented here. These articles of Frank's deal with properties of Brownian motion, fluctuation theory and potential theory for random walks, and, of course, interacting particle systems. The last area was started by Frank as part of the general resurgence of treating problems of statistical mechanics with rigorous probabilistic tools.
Covers the proceedings of the 1984 AMS Summer Research Conference. This work provides a summary of results from some of the areas in probability theory; interacting particle systems, percolation, random media (bulk properties and hydrodynamics), the Ising model and large deviations.
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