Random Walk Intersections
：Large Deviations and Related Topics
Publication subTitle ：Large Deviations and Related Topics
Author： Xia Chen
Publisher： American Mathematical Society
Publication year： 2010
E-ISBN: 9781470413842
P-ISBN(Paperback): 9780821848203
P-ISBN(Hardback): 9780821848203
Subject： O211.6 stochastic process
Keyword： Probability and Statistics
Language： ENG
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Random Walk Intersections
Description
The material covered in this book involves important and non-trivial results in contemporary probability theory motivated by polymer models, as well as other topics of importance in physics and chemistry. The development carefully provides the basic definitions of mutual intersection and self-intersection local times for Brownian motions and the accompanying large deviation results. The book then proceeds to the analogues of these concepts and results for random walks on lattices of $R^d$. This includes suitable integrability and large deviation results for these models and some applications. Moreover, the notes and comments at the end of the chapters provide interesting remarks and references to various related results, as well as a good number of exercises. The author provides a beautiful development of these subtle topics at a level accessible to advanced graduate students.