Branching Brownian motion (BBM) is a classical object in probability theory with deep connections to partial differential equations. This book highlights the connection to classical extreme value theory and to the theory of mean-field spin glasses in statistical mechanics. Starting with a concise review of classical extreme value statistics and a basic introduction to mean-field spin glasses, the author then focuses on branching Brownian motion. Here, the classical results of Bramson on the asymptotics of solutions of the F-KPP equation are reviewed in detail and applied to the recent construction of the extremal process of BBM. The extension of these results to branching Brownian motion with variable speed are then explained. As a self-contained exposition that is accessible to graduate students with some background in probability theory, this book makes a good introduction for anyone interested in accessing this exciting field of mathematics.
Format:Hardcover
Language:English
ISBN:1107160499
ISBN13:9781107160491
Release Date:November 2016
Publisher:Cambridge University Press
Length:210 Pages
Weight:0.93 lbs.
Dimensions:0.7" x 6.1" x 9.4"
Recommended
Format: Hardcover
Condition: New
$82.92
Save $2.08!
List Price $85.00
On Backorder
If the item is not restocked at the end of 90 days, we will cancel your backorder and issue you a refund.
ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.