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Probability on Trees and Networks [Kietas viršelis]

, (Indiana University, Bloomington)
  • Formatas: Hardback, 720 pages, aukštis x plotis x storis: 260x184x42 mm, weight: 1410 g, Worked examples or Exercises; 4 Tables, black and white; 13 Line drawings, color; 78 Line drawings, black and white
  • Serija: Cambridge Series in Statistical and Probabilistic Mathematics
  • Išleidimo metai: 20-Jan-2017
  • Leidėjas: Cambridge University Press
  • ISBN-10: 1107160154
  • ISBN-13: 9781107160156
Kitos knygos pagal šią temą:
  • Formatas: Hardback, 720 pages, aukštis x plotis x storis: 260x184x42 mm, weight: 1410 g, Worked examples or Exercises; 4 Tables, black and white; 13 Line drawings, color; 78 Line drawings, black and white
  • Serija: Cambridge Series in Statistical and Probabilistic Mathematics
  • Išleidimo metai: 20-Jan-2017
  • Leidėjas: Cambridge University Press
  • ISBN-10: 1107160154
  • ISBN-13: 9781107160156
Kitos knygos pagal šią temą:
Starting around the late 1950s, several research communities began relating the geometry of graphs to stochastic processes on these graphs. This book, twenty years in the making, ties together research in the field, encompassing work on percolation, isoperimetric inequalities, eigenvalues, transition probabilities, and random walks. Written by two leading researchers, the text emphasizes intuition, while giving complete proofs and more than 850 exercises. Many recent developments, in which the authors have played a leading role, are discussed, including percolation on trees and Cayley graphs, uniform spanning forests, the mass-transport technique, and connections on random walks on graphs to embedding in Hilbert space. This state-of-the-art account of probability on networks will be indispensable for graduate students and researchers alike.

This authoritative state-of-the-art account of probability on networks for graduate students and researchers in mathematics, statistics, computer science, and engineering, brings together sixty years of research, including many developments where the authors played a leading role. The text emphasizes intuition, while also giving complete proofs.

Recenzijos

'This long-awaited work focuses on one of the most interesting and important parts of probability theory. Half a century ago, most work on models such as random walks, Ising, percolation and interacting particle systems concentrated on processes defined on the d-dimensional Euclidean lattice. In the intervening years, interest has broadened dramatically to include processes on more general graphs, with trees being a particularly important case. This led to new problems and richer behavior, and as a result, to the development of new techniques. The authors are two of the major developers of this area; their expertise is evident throughout.' Thomas M. Liggett, University of California, Los Angeles 'Masterly, beautiful, encyclopaedic, and yet browsable - this great achievement is obligatory reading for anyone working near the conjunction of probability and network theory.' Geoffrey Grimmett, University of Cambridge 'For the last ten years, I have not let a doctoral student graduate without reading this [ work]. Sadly, the earliest of those students are missing a considerable amount of material that the bound and published edition contains. Not only are the classical topics of random walks, electrical theory, and uniform spanning trees covered in more coherent fashion than in any other source, but this book is also the best place to learn about a number of topics for which the other choices for textual material are limited. These include mass transport, random walk boundaries, and dimension and capacity in the context of Markov processes.' Robin Pemantle, University of Pennsylvania 'Lyons and Peres have done an amazing job of motivating their material and of explaining it in a conversational and accessible fashion. Even though the book emphasizes probability on infinite graphs, it is one of my favorite references for probability on finite graphs. If you want to understand random walks, isoperimetry, random trees, or percolation, this is where you should start.' Daniel Spielman, Yale University, Connecticut 'This long-awaited book offers a splendid account of several major areas of discrete probability. Both authors have made outstanding contributions to the subject, and the exceptional quality of the book is largely due to their high level of mastery of the field. Although the only prerequisites are basic probability theory and elementary Markov chains, the book succeeds in providing an elegant presentation of the most beautiful and deepest results in the various areas of probability on graphs. The powerful techniques that made these results available, such as the use of isoperimetric inequalities or the mass-transport principle, are also presented in a detailed and self-contained manner. This book will be indispensable to any researcher working in probability on graphs and related topics, and it will also be a must for anybody interested in the recent developments of probability theory.' Jean-Franēois Le Gall, Université Paris-Sud 'This is a very timely book about a circle of actively developing subjects in discrete probability. No wonder that it became very popular two decades before publication, while still in development. Not only a comprehensive reference source, but also a good textbook to learn the subject, it will be useful for specialists and newcomers alike.' Stanislav Smirnov, Université of Genčve 'A glorious labor of love, compiled over more than two decades of work, that brilliantly surveys the deep and expansive relationships between random trees and other areas of mathematics. Rarely does one encounter a text so exquisitely well written or enjoyable to read. One cannot take more than a few steps in modern probability without encountering one of the topics surveyed here. A truly essential resource.' Scott Sheffield, Massachusetts Institute of Technology 'There is much to be learned from studying this book. Many of the ideas and tools are useful in a wide variety of different contexts Geoff Grimmett's quote on the cover calls the book 'Masterly, beautiful, encyclopedic and yet browsable.' I totally agree. Even though it is freely available on the web, you should buy a copy of the book.' Richard Durrett, Mathematical Association of America Reviews (www.maa.org) 'This is a monumental book covering a lot of interesting problems in discrete probability, written by two experts in the field The authors have done a great job of providing full proofs of all main results, hence creating a self-contained reference in this area.' Abbas Mehrabian, Zentralblatt MATH 'This long-awaited book, a project that started in 1993, is bound to be the main reference in the fascinating field of probability on trees and weighted graphs. The authors are the leading experts behind the tremendous developments experienced in the subject in recent decades, where the underlying networks evolved from classical lattices to general graphs This pedagogically written book is a marvelous support for several courses on topics from combinatorics, Markov chains, geometric group theory, etc., as well as on their inspiring relationships. The wealth of exercises (with comments provided at the end of the book) will enable students and researchers to check their understanding of this fascinating mathematics.' Laurent Miclo, MathSciNet

Daugiau informacijos

Consolidating over sixty years of research, this authoritative account of probability on networks is indispensable to anyone in the field.
Preface xiii
Chapter 1 Some Highlights 1(17)
1 Graph Terminology
1(1)
2 Branching Number
2(3)
3 Electric Current
5(1)
4 Random Walks
6(1)
5 Percolation
7(1)
6 Branching Processes
8(1)
7 Random Spanning Trees
9(3)
8 Hausdorff Dimension
12(1)
9 Capacity
13(2)
10 Embedding Trees into Euclidean Space
15(1)
11 Notes
16(1)
12 Collected In-Text Exercises
17(1)
13 Additional Exercises
17(1)
Chapter 2 Random Walks and Electric Networks 18(56)
1 Circuit Basics and Harmonic Functions
18(6)
2 More Probabilistic Interpretations
24(3)
3 Network Reduction
27(4)
4 Energy
31(5)
5 Transience and Recurrence
36(7)
6 Rough Isometries and Hyperbolic Graphs
43(5)
7 Hitting, Commute, and Cover Times
48(2)
8 The Canonical Gaussian Field
50(3)
9 Notes
53(4)
10 Collected In-Text Exercises
57(2)
11 Additional Exercises
59(15)
Chapter 3 Special Networks 74(21)
1 Flows, Cutsets, and Random Paths
74(5)
2 Trees
79(2)
3 Growth of Trees
81(5)
4 Cayley Graphs
86(4)
5 Notes
90(1)
6 Collected In-Text Exercises
91(1)
7 Additional Exercises
92(3)
Chapter 4 Uniform Spanning Trees 95(36)
1 Generating Uniform Spanning Trees
95(10)
2 Electrical Interpretations
105(6)
3 The Square Lattice Z2
111(5)
4 Notes
116(7)
5 Collected In-Text Exercises
123(2)
6 Additional Exercises
125(6)
Chapter 5 Branching Processes, Second Moments, and Percolation 131(43)
1 Galton-Watson Branching Processes
132(5)
2 The First-Moment Method
137(3)
3 The Weighted Second-Moment Method
140(3)
4 Quasi-independent Percolation
143(3)
5 Transience of Percolation Clusters in Zd
146(3)
6 Reversing the Second-Moment Inequality
149(4)
7 Surviving Galton-Watson Trees
153(7)
8 Harris's Inequality
160(2)
9 Galton-Watson Networks
162(2)
10 Notes
164(2)
11 Collected In-Text Exercises
166(1)
12 Additional Exercises
167(7)
Chapter 6 Isoperimetric Inequalities 174(59)
1 Flows and Submodularity
174(7)
2 Spectral Radius
181(5)
3 Nonbacktracking Paths and Cogrowth
186(4)
4 Relative Mixing Rate, Spectral Gap, and Expansion in Finite Networks
190(5)
5 Planar Graphs
195(5)
6 Euclidean Lattices and Entropy
200(5)
7 Expansion Profiles and Decay of Transition Probabilities
205(6)
8 Anchored Isoperimetric Profiles and Transience
211(2)
9 Anchored Expansion and Percolation
213(9)
10 Notes
222(2)
11 Collected In-Text Exercises
224(1)
12 Additional Exercises
225(8)
Chapter 7 Percolation on Transitive Graphs 233(40)
1 Groups and Amenability
235(2)
2 Tolerance and Ergodicity
237(3)
3 The Number of Infinite Clusters
240(4)
4 Inequalities for pc
244(6)
5 Merging Infinite Clusters and Invasion Percolation
250(5)
6 Upper Bounds for pu
255(2)
7 Lower Bounds for pu
257(5)
8 Bootstrap Percolation on Regular Trees
262(2)
9 Notes
264(4)
10 Collected In-Text Exercises
268(1)
11 Additional Exercises
269(4)
Chapter 8 The Mass-Transport Technique and Percolation 273(36)
1 The Mass-Transport Principle for Cayley Graphs
273(3)
2 Beyond Cayley Graphs: Unimodularity
276(6)
3 Infinite Clusters in Invariant Percolation
282(4)
4 Critical Percolation on Nonamenable Transitive Unimodular Graphs
286(1)
5 Bernoulli Percolation on Planar Quasi-transitive Graphs
287(4)
6 Properties of Infinite Clusters
291(2)
7 Invariant Percolation on Amenable Graphs
293(3)
8 Appendix: Unimodularity of Planar Quasi-transitive Graphs
296(3)
9 Notes
299(4)
10 Collected In-Text Exercises
303(1)
11 Additional Exercises
304(5)
Chapter 9 Infinite Electrical Networks and Dirichlet Functions 309(30)
1 Free and Wired Electrical Currents
309(2)
2 Planar Duality
311(2)
3 Harmonic Dirichlet Functions
313(7)
4 Planar Graphs and Hyperbolic Graphs
320(6)
5 Random Walk Traces
326(4)
6 Notes
330(4)
7 Collected In-Text Exercises
334(1)
8 Additional Exercises
335(4)
Chapter 10 Uniform Spanning Forests 339(49)
1 Limits over Exhaustions
339(4)
2 Coupling, Harmonic Dirichlet Functions, and Expected Degree
343(7)
3 Planar Networks and Euclidean Lattices
350(2)
4 Tail Triviality
352(3)
5 The Number of Trees
355(9)
6 The Size of the Trees
364(11)
7 Loop-Erased Random Walk and Harmonic Measure from Infinity
375(2)
8 Appendix: Von Neumann Dimension and l2-Betti Numbers
377(5)
9 Notes
382(1)
10 Collected In-Text Exercises
383(2)
11 Additional Exercises
385(3)
Chapter 11 Minimal Spanning Forests 388(22)
1 Minimal Spanning Trees
388(3)
2 Deterministic Results
391(4)
3 Basic Probabilistic Results
395(2)
4 Tree Sizes
397(6)
5 Planar Graphs
403(1)
6 Nontreeable Groups
404(1)
7 Notes
405(2)
8 Collected In-Text Exercises
407(1)
9 Additional Exercises
408(2)
Chapter 12 Limit Theorems for Galton-Watson Processes 410(13)
1 Size-Biased Trees and Immigration
410(4)
2 Supercritical Processes: Proof of the Kesten-Stigum Theorem
414(2)
3 Subcritical Processes
416(1)
4 Critical Processes
417(3)
5 Notes
420(1)
6 Collected In-Text Exercises
420(1)
7 Additional Exercises
421(2)
Chapter 13 Escape Rate of Random Walks and Embeddings 423(44)
1 Basic Examples
423(6)
2 The Varopoulos-Carne Bound
429(2)
3 An Application to Mixing Time
431(5)
4 Markov Type of Metric Spaces
436(4)
5 Embeddings of Finite Metric Spaces
440(7)
6 A Diffusive Lower Bound for Cayley Graphs
447(3)
7 Branching Number of a Graph
450(3)
8 Tree-Indexed Random Walks
453(3)
9 Notes
456(5)
10 Collected In-Text Exercises
461(1)
11 Additional Exercises
462(5)
Chapter 14 Random Walks on Groups and Poisson Boundaries 467(45)
1 Tail, Entropy, and Speed for Transitive Markov Chains
468(6)
2 Harmonic Functions and the Liouville Property
474(6)
3 Harmonic Functions and the Poisson Boundary
480(6)
4 Identifying the Poisson Boundary
486(8)
5 Appendix: Ergodic Theorems
494(5)
6 Appendix: The Zero-Two Law for Transitive Markov Chains
499(4)
7 Notes
503(5)
8 Collected In-Text Exercises
508(1)
9 Additional Exercises
509(3)
Chapter 15 Hausdorff Dimension 512(22)
1 Basics
512(4)
2 Coding by Trees
516(5)
3 Galton-Watson Fractals
521(3)
4 Holder Exponent
524(2)
5 Derived Trees
526(4)
6 Notes
530(1)
7 Collected In-Text Exercises
530(1)
8 Additional Exercises
531(3)
Chapter 16 Capacity and Stochastic Processes 534(22)
1 Definitions
534(3)
2 Percolation on Trees
537(1)
3 Euclidean Space
538(3)
4 Fractal Percolation and Brownian Intersections
541(7)
5 Generalized Diameters and Average Meeting Height on Trees
548(2)
6 Notes
550(3)
7 Collected In-Text Exercises
553(1)
8 Additional Exercises
554(2)
Chapter 17 Random Walks on Galton-Watson Trees 556(38)
1 Markov Chains and Ergodic Theory
556(3)
2 Stationary Measures on Trees
559(6)
3 Speed on Galton-Watson Trees
565(4)
4 Harmonic Measure: The Goal
569(1)
5 Flow Rules and Markov Chains on the Space of Trees
570(3)
6 The Holder Exponent of Limit Uniform Measure
573(3)
7 Dimension Drop for Other Flow Rules
576(1)
8 Harmonic-Stationary Measure
577(3)
9 Confinement of Simple Random Walk
580(3)
10 Numerical Calculations
583(5)
11 Notes
588(1)
12 Collected In-Text Exercises
589(1)
13 Additional Exercises
590(4)
Comments on Exercises 594(54)
Bibliography 648(39)
Glossary of Notation 687(3)
Index 690
Russell Lyons is James H. Rudy Professor of Mathematics at Indiana University, Bloomington. He obtained his PhD at the University of Michigan in 1983. He has written seminal papers concerning probability on trees and random spanning trees in networks. Lyons was a Sloan Foundation Fellow and has been an Invited Speaker at the International Congress of Mathematicians and the Joint Mathematics Meetings. He is a Fellow of the American Mathematical Society. Yuval Peres is a Principal Researcher at Microsoft Research in Redmond, Washington. He obtained his PhD at the Hebrew University, Jerusalem in 1990 and later served on their faculty as well as on the faculty at the University of California, Berkeley. He has written more than 250 research papers in probability, ergodic theory, analysis, and theoretical computer science. He has coauthored books on Brownian motion and Markov chain mixing times. Peres was awarded the Rollo Davidson Prize in 1995, the Ločve Prize in 2001, and the David P. Robbins Prize in 2011 and was an Invited Speaker at the 2002 ICM. He is a fellow of the American Mathematical Society and a foreign associate member of the US National Academy of Sciences.