Claude Kipnis, Claudio Landim

Scaling Limits of Interacting Particle Systems

• Broschiertes Buch

Produktbeschreibung

The idea of writing up a book on the hydrodynamic behavior of interacting particle systems was born after a series of lectures Claude Kipnis gave at the University of Paris 7 in the spring of 1988. At this time Claude wrote some notes in French that covered Chapters 1 and 4, parts of Chapters 2, 5 and Appendix 1 of this book. His intention was to prepare a text that was as self-contained as possible. lt would include, for instance, all tools from Markov process theory ( cf. Appendix 1, Chaps. 2 and 4) necessary to enable mathematicians and mathematical physicists with some knowledge of probability, at the Ievel of Chung (1974), to understand the techniques of the theory of hydrodynamic Iimits of interacting particle systems. In the fall of 1991 Claude invited me to complete his notes with him and transform them into a book that would present to a large audience the latest developments of the theory in a simple and accessible form. To concentrate on the main ideas and to avoid unnecessary technical difficulties, we decided to consider systems evolving in finite lattice spaces and for which the equilibrium states are product measures. To illustrate the techniques we chose two well-known particle systems, the generalized exclusion processes and the zero-range processes. We also conceived the book in such a manner that most chapters can be read independently of the others. Here are some comments that might help readers find their way.

Produktdetails

• Grundlehren der mathematischen Wissenschaften 320
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-642-08444-7
• Softcover reprint of hardcover 1st ed. 1999
• Seitenzahl: 464
• Erscheinungstermin: 19. Oktober 2010
• Englisch
• Abmessung: 235mm x 155mm x 25mm
• Gewicht: 698g
• ISBN-13: 9783642084447
• ISBN-10: 3642084443
• Artikelnr.: 32079612

Inhaltsangabe

1. An Introductory Example: Independent Random Walks.- 2. Some Interacting Particle Systems.- 3. Weak Formulations of Local Equilibrium.- 4. Hydrodynamic Equation of Symmetric Simple Exclusion Processes.- 5. An Example of Reversible Gradient System: Symmetric Zero Range Processes.- 6. The Relative Entropy Method.- 7. Hydrodynamic Limit of Reversible Nongradient Systems.- 8. Hydrodynamic Limit of Asymmetric Attractive Processes.- 9. Conservation of Local Equilibrium for Attractive Systems.- 10. Large Deviations from the Hydrodynamic Limit.- 11. Equilibrium Fluctuations of Reversible Dynamics.- Appendices.- 1. Markov Chains on a Countable Space.- 1.1 Discrete Time Markov Chains.- 1.2 Continuous Time Markov Chains.- 1.3 Kolmogorov's Equations, Generators.- 1.4 Invariant Measures, Reversibility and Adjoint Processes.- 1.5 Some Martingales in the Context of Markov Processes.- 1.6 Estimates on the Variance of Additive Functionals of Markov Processes.- 1.7 The Feynman-Kac Formula.- 1.8 Relative Entropy.- 1.9 Entropy and Markov Processes.- 1.10 Dirichlet Form.- 1.11 A Maximal Inequality for Reversible Markov Processes.- 2. The Equivalence of Ensembles, Large Deviation Tools and Weak Solutions of Quasi-Linear Differential Equations.- 2.1 Local Central Limit Theorem and Equivalence of Ensembles.- 2.2 On the Local Central Limit Theorem.- 2.3 Remarks on Large Deviations.- 2.4 Weak Solutions of Nonlinear Parabolic Equations.- 2.5 Entropy Solutions of Quasi-Linear Hyperbolic Equations.- 3. Nongradient Tools: Spectral Gap and Closed Forms.- 3.1 On the Spectrum of Reversible Markov Processes.- 3.2 Spectral Gap for Generalized Exclusion Processes.- 3.4 Closed and Exact Forms.- 3.5 Comments and References.- References.

Rezensionen

"Das Buch ist nach Meinung des Rezensenten eine gelungene Einführung in ein interessantes Gebiet der modernen Stochastik und mathematischen Physik und stellt einen fest umrissenen Gegenstand umfassend dar, vor allem den analytisch-methodischen Aspekt. ... Die Beweise sind übersichtlich und gut gegliedert, was das Nachvollziehen der Argumente sehr erleichtert; die didaktische Leistung der Autoren in diesem Punkt ist beeindruckend. Ein sorgfältig zusammengestelltes Literaturverzeichnis von etwa 400 Titeln schließt das Buch ab. Ingesamt ein sehr gut geschriebener und nützlicher Band."DMV Jahresbericht, 103. Band, Heft 3, November 2001