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Elements of the random walk(随机游动的要素: 高级学生和研究者导论)

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Elements of the random walk(随机游动的要素: 高级学生和研究者导论)

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作 者:Joseph Rudnick.

出 版 社:Cambridge University Press

出版时间:2004 年1月

I S B N:0521828910

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内容简介

random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. this book is an introduction to some of the most powerful and general techniques used in the application of these ideas. its self-contained text will appeal to graduate students across science, engineering and mathematics who need to understand the applications of random walk techniques, as well as to established researchers.
   random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. elements of the random walk is an introduction to some of the most powerful and general techniques used in the application of these ideas. this self-contained text will appeal to graduate students across science, engineering and mathematics who need to understand the applications of random walk techniques, as well as to established researchers.

作者简介

Joseph Rudnick earned his PhD in 1970. He has held faculty positions at Tufts University and the University of California, Santa Cruz. He has held a visiting position at Harvard University. He is currently a Professor in the Department of Physics and Astronomy at the University of California, Los Angeles.
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目录

preface
1 introduction to techniques
 1.1 the simplest walk
 1.2 some very elementary calculations on the simplest walk
 1.3 back to the probability distribution
 1.4 recursion relation for the one-dimensional walk
 1.5 backing into the generating function for a random walk
 1.6 supplement: method of steepest descents
2 generating functions i
 2.1 general introduction to generating functions
 2.2 supplement 1: gaussian integrals
 2.3 supplement 2: fourier expansions on a lattice
 2.4 supplement 3: asymptotic coefficients of power series
3 generating functions ii: recurrence, sites visited, and the role of dimensionality
 3.1 recurrence
 3.2 a new generating function
 3.3 derivation of the new generating function
 3.4 dimensionality and the probability of recurrence
 3.5 recurrence in two dimensions
 3.6 recurrence when the dimensionality, d, lies between 2 and 4
. 3.7 the probability of non-recurrence in walks on different cubic lattices in three dimensions
 3.8 the number of sites visited by a random walk
4 boundary conditions, steady state, and the electrostatic analogy
 4.1 the effects of spatial constraints on random walk statistics
 4.2 random walk in the steady state
 4.3 supplement: boundary conditions at an absorbing boundary
5 variations on the random walk
 5.1 the biased random walk
 5.2 the persistent random walk
 5.3 the continuous time random walk
6 the shape of a random walk
 6.1 the notion and quantification of shape
 6.2 walks in d ]] 3 dimensions
 6.3 final commentary
 6.4 supplement 1: principal radii of gyration and rotational motion
 6.5 supplement 2: calculations for the mean asphericity
 6.6 supplement 3: derivation of (6.21) for the radius of gyration tensor, t, and the eigenvalues of the operator
7 path integrals and self-avoidance
 7.1 the unrestricted random walk as a path integral
 7.2 self-avoiding walks
8 properties of the random walk: introduction to scaling
 8.1 universality
9 scaling of walks and critical phenomena
 9.1 scaling and the random walk
 9.2 critical points, scaling, and broken symmetries
 9.3 ginzburg-landau-wilson effective hamiltonian
 9.4 scaling and the mean end-to-end distance; (r2)
 9.5 connection between the o(n) model and the self-avoiding walk
 9.6 supplement: evaluation of gaussian integrals
10 walks and the o(n) model: mean field theory and spin waves
 10.1 mean field theory and spin waves contributions
 10.2 the mean field theory of the o(n) model
 10.3 fluctuations: low order spin wave theory
 10.4 the correlation hole
11 scaling, fractals, and renormalization
 11.1 scale invariance in mathematics and nature
 11.2 more on the renormalization group: the real space method
 11.3 recursion relations: fixed points and critical exponents
12 more on the renormalization group
 12.1 the momentum-shell method
 12.2 the effective hamiltonian when there is fourth order interaction between the spin degrees of freedom
……
references
index

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