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Probability on Trees and Networks [Minkštas viršelis]

(Indiana University, Bloomington),
  • Formatas: Paperback / softback, aukštis x plotis x storis: 253x176x38 mm, weight: 1320 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: 03-Jun-2021
  • Leidėjas: Cambridge University Press
  • ISBN-10: 1108732720
  • ISBN-13: 9781108732727
Kitos knygos pagal šią temą:
  • Formatas: Paperback / softback, aukštis x plotis x storis: 253x176x38 mm, weight: 1320 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: 03-Jun-2021
  • Leidėjas: Cambridge University Press
  • ISBN-10: 1108732720
  • ISBN-13: 9781108732727
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.

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(57)
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(3)
11 Additional Exercises
60(15)
Chapter 3 Special Networks
75(21)
1 Flows, Cutsets, and Random Paths
75(5)
2 Trees
80(2)
3 Growth of Trees
82(5)
4 Cayley Graphs
87(5)
5 Notes
92(1)
6 Collected In-Text Exercises
92(1)
7 Additional Exercises
93(3)
Chapter 4 Uniform Spanning Trees
96(37)
1 Generating Uniform Spanning Trees
96(10)
2 Electrical Interpretations
106(6)
3 The Square Lattice Z2
112(5)
4 Notes
117(8)
5 Collected In-Text Exercises
125(2)
6 Additional Exercises
127(6)
Chapter 5 Branching Processes, Second Moments, and Percolation
133(43)
1 Galton-Watson Branching Processes
134(5)
2 The First-Moment Method
139(3)
3 The Weighted Second-Moment Method
142(3)
4 Quasi-independent Percolation
145(3)
5 Transience of Percolation Clusters in Z
148(3)
6 Reversing the Second-Moment Inequality
151(4)
7 Surviving Galton-Watson Trees
155(7)
8 Harris's Inequality
162(2)
9 Galton-Watson Networks
164(2)
10 Notes
166(2)
11 Collected In-Text Exercises
168(1)
12 Additional Exercises
169(7)
Chapter 6 Isoperimetric Inequalities
176(60)
1 Flows and Submodularity
176(7)
2 Spectral Radius
183(5)
3 Nonbacktracking Paths and Cogrowth
188(4)
4 Relative Mixing Rate, Spectral Gap, and Expansion in Finite Networks
192(5)
5 Planar Graphs
197(6)
6 Euclidean Lattices and Entropy
203(4)
7 Expansion Profiles and Decay of Transition Probabilities
207(7)
8 Anchored Isoperimetric Profiles and Transience
214(2)
9 Anchored Expansion and Percolation
216(8)
10 Notes
224(3)
11 Collected In-Text Exercises
227(1)
12 Additional Exercises
228(8)
Chapter 7 Percolation on Transitive Graphs
236(40)
1 Groups and Amenability
238(2)
2 Tolerance and Ergodicity
240(3)
3 The Number of Infinite Clusters
243(4)
4 Inequalities for pc
247(6)
5 Merging Infinite Clusters and Invasion Percolation
253(5)
6 Upper Bounds for pu
258(2)
7 Lower Bounds for pu
260(5)
8 Bootstrap Percolation on Regular Trees
265(2)
9 Notes
267(5)
10 Collected In-Text Exercises
272(1)
11 Additional Exercises
273(3)
Chapter 8 The Mass-Transport Technique and Percolation
276(36)
1 The Mass-Transport Principle for Cayley Graphs
276(3)
2 Beyond Cayley Graphs: Unimodularity
279(6)
3 Infinite Clusters in Invariant Percolation
285(4)
4 Critical Percolation on Nonamenable Transitive Unimodular Graphs
289(1)
5 Bernoulli Percolation on Planar, Quasi-transitive Graphs
290(4)
6 Properties of Infinite Clusters
294(2)
7 Invariant Percolation on Amenable Graphs
296(3)
8 Appendix: Unimodularity of Planar, Quasi-transitive Graphs
299(3)
9 Notes
302(4)
10 Collected In-Text Exercises
306(1)
11 Additional Exercises
307(5)
Chapter 9 Infinite Electrical Networks and Dirichlet Functions
312(30)
1 Free and Wired Electrical Currents
312(2)
2 Planar Duality
314(2)
3 Harmonic Dirichlet Functions
316(7)
4 Planar Graphs and Hyperbolic Graphs
323(6)
5 Random-Walk Traces
329(4)
6 Notes
333(4)
7 Collected In-Text Exercises
337(1)
8 Additional Exercises
338(4)
Chapter 10 Uniform Spanning Forests
342(49)
1 Limits over Exhaustions
342(4)
2 Coupling, Harmonic Dirichlet Functions, and Expected Degree
346(7)
3 Planar Networks and Euclidean Lattices
353(2)
4 Tail Triviality
355(3)
5 The Number of Trees
358(9)
6 The Size of the Trees
367(11)
7 Loop-Erased Random Walk and Harmonic Measure from Infinity
378(2)
8 Appendix: Von Neumann Dimension and l2-Betti Numbers
380(5)
9 Notes
385(1)
10 Collected In-Text Exercises
386(2)
11 Additional Exercises
388(3)
Chapter 11 Minimal Spanning Forests
391(22)
1 Minimal Spanning Trees
391(3)
2 Deterministic Results
394(4)
3 Basic Probabilistic Results s
398(2)
4 Tree Sizes
400(6)
5 Planar Graphs
406(1)
6 Nontreeable Groups
407(1)
7 Notes
408(2)
8 Collected In-Text Exercises
410(1)
9 Additional Exercises
411(2)
Chapter 12 Limit Theorems for Galton-Watson Processes
413(13)
1 Size-Biased Trees and Immigration
413(4)
2 Supercritical Processes: Proof of the Kesten-Stigum Theorem
417(2)
3 Subcritical Processes
419(1)
4 Critical Processes
420(3)
5 Notes
423(1)
6 Collected In-Text Exercises
423(1)
7 Additional Exercises
424(2)
Chapter 13 Escape Rate of Random Walks and Embeddings
426(44)
1 Basic Examples
426(6)
2 The Varopoulos-Carne Bound
432(2)
3 An Application to Mixing Time
434(5)
4 Markov Type of Metric Spaces
439(4)
5 Embeddings of Finite Metric Spaces
443(7)
6 A Diffusive Lower Bound for Cayley Graphs
450(3)
7 Branching Number of a Graph
453(3)
8 Tree-Indexed Random Walks
456(3)
9 Notes
459(5)
10 Collected In-Text Exercises
464(1)
11 Additional Exercises
465(5)
Chapter 14 Random Walks on Groups and Poisson Boundaries
470(45)
1 Tail, Entropy, and Speed for Transitive Markov Chains
471(6)
2 Harmonic Functions and the Liouville Property
477(6)
3 Harmonic Functions and the Poisson Boundary
483(6)
4 Identifying the Poisson Boundary
489(8)
5 Appendix: Ergodic Theorems
497(5)
6 Appendix: The Zero-Two Law for Transitive Markov Chains
502(4)
7 Notes
506(5)
8 Collected In-Text Exercises
511(1)
9 Additional Exercises
512(3)
Chapter 15 Hausdorff Dimension
515(22)
1 Basics
515(4)
2 Coding by Trees
519(5)
3 Galton-Watson Fractals
524(3)
4 Holder Exponent
527(2)
5 Derived Trees
529(4)
6 Notes
533(1)
7 Collected In-Text Exercises
533(1)
8 Additional Exercises
534(3)
Chapter 16 Capacity and Stochastic Processes
537(22)
1 Definitions
537(3)
2 Percolation on Trees
540(1)
3 Euclidean Space
541(3)
4 Fractal Percolation and Brownian Intersections
544(7)
5 Generalized Diameters and Average Meeting Height on Trees
551(2)
6 Notes
553(3)
7 Collected In-Text Exercises
556(1)
8 Additional Exercises
557(2)
Chapter 17 Random Walks on Galton-Watson Trees
559(38)
1 Markov Chains and Ergodic Theory
559(3)
2 Stationary Measures on Trees
562(6)
3 Speed on Galton-Watson Trees
568(4)
4 Harmonic Measure: The Goal
572(1)
5 Flow Rules and Markov Chains on the Space of Trees
573(3)
6 The Holder Exponent of Limit Uniform Measure
576(3)
7 Dimension Drop for Other Flow Rules
579(1)
8 Harmonic-Stationary Measure
580(3)
9 Confinement of Simple Random Walk
583(3)
10 Numerical Calculations
586(5)
11 Notes
591(1)
12 Collected In-Text Exercises
592(1)
13 Additional Exercises
593(4)
Comments on Exercises 597(49)
Bibliography 646(41)
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.