Scaling Limits of Interacting Particle Systems (Hardcover, 1999 ed.)

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This book presents in a progressive way the techniques used in the proof of the hydrodynamic behavior of interacting particle systems. It starts with introductory material on independent particles and goes all the way to nongradient systems, covering the entropy and the relative entropy methods, asymmetric processes from which hyperbolic equations emerge, the equilibrium fluctuations and the large deviations theory for short-range stochastic dynamics. It reviews, in appendices, some tools of Markov process theory and derives estimates on the spectral gap of reversible, conservative generators. The book is self-contained and can be read by graduate students in mathematics or mathematical physics with standard probability background. It can be used as a support for a graduate on stochastic processes.

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Product Description

This book presents in a progressive way the techniques used in the proof of the hydrodynamic behavior of interacting particle systems. It starts with introductory material on independent particles and goes all the way to nongradient systems, covering the entropy and the relative entropy methods, asymmetric processes from which hyperbolic equations emerge, the equilibrium fluctuations and the large deviations theory for short-range stochastic dynamics. It reviews, in appendices, some tools of Markov process theory and derives estimates on the spectral gap of reversible, conservative generators. The book is self-contained and can be read by graduate students in mathematics or mathematical physics with standard probability background. It can be used as a support for a graduate on stochastic processes.

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Product Details

General

Imprint

Springer-Verlag

Country of origin

Germany

Series

Grundlehren der mathematischen Wissenschaften, 320

Release date

2001

Availability

Expected to ship within 10 - 15 working days

First published

1999

Authors

,

Dimensions

235 x 155 x 26mm (L x W x T)

Format

Hardcover

Pages

444

Edition

1999 ed.

ISBN-13

978-3-540-64913-7

Barcode

9783540649137

Categories

LSN

3-540-64913-1



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