Brownian Motion, Obstacles and Random Media

This book is aimed at graduate students and researchers. It provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. This subject has a rich phenomenology which exhibits certain paradigms, emblemat...

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Bibliographic Details
Main Author: Sznitman, Alain-Sol
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1998, 1998
Edition:1st ed. 1998
Series:Springer Monographs in Mathematics
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Description
Summary:This book is aimed at graduate students and researchers. It provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. This subject has a rich phenomenology which exhibits certain paradigms, emblematic of the theory of random media. It also brings into play diverse mathematical techniques such as stochastic processes, functional analysis, potential theory, first passage percolation. In a first part, the book presents, in a concrete manner, background material related to the Feynman-Kac formula, potential theory, and eigenvalue estimates. In a second part, it discusses recent developments including the method of enlargement of obstacles, Lyapunov coefficients, and the pinning effect. The book also includes an overview of known results and connections with other areas of random media
Physical Description:XVI, 357 p. 16 illus online resource
ISBN:9783662112816