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Asymmetric Simple Exclusion Process
In probability theory, the asymmetric simple exclusion process (ASEP) is an interacting particle system introduced in 1970 by Frank Spitzer. Many articles have been published on it in the physics and mathematics literature since then, and it has become a "default stochastic model for transport phenomena". The process with parameters p, q \geqslant 0,\, p + q = 1 is a continuous-time Markov process on S = \lbrace 0, 1\rbrace^, the 1s being thought of as particles and the 0s as holes. Each particle waits a random exponent mean one amount of time and then attempts a jump, one site to the right with probability p and one site to the left with probability q. However, the jump is performed only if there is no particle at the target site. Otherwise, nothing happens and the particle waits another exponential time. All particles are doing this independently of each other. The model is related to the Kardar–Parisi–Zhang equation in the weakly asymmetric limit, i.e. when p-q tends to z ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Interacting Particle System
In probability theory, an interacting particle system (IPS) is a stochastic process (X(t))_ on some configuration space \Omega= S^G given by a site space, a countable-infinite graph G and a local state space, a compact metric space S . More precisely IPS are continuous-time Markov jump processes describing the collective behavior of stochastically interacting components. IPS are the continuous-time analogue of stochastic cellular automata. Among the main examples are the voter model, the contact process, the asymmetric simple exclusion process (ASEP), the Glauber dynamics and in particular the stochastic Ising model. IPS are usually defined via their Markov generator giving rise to a unique Markov process using Markov semigroups and the Hille-Yosida theorem. The generator again is given via so-called transition rates c_\Lambda(\eta,\xi)>0 where \Lambda\subset G is a finite set of sites and \eta,\xi\in\Omega with \eta_i=\xi_i for all i\notin\Lambda. The rates describe ex ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Frank Spitzer
Frank Ludvig Spitzer (July 24, 1926 – February 1, 1992) was an Austrian-born American mathematician who made fundamental contributions to probability theory, including the theory of random walks, fluctuation theory, percolation theory, the Wiener sausage, and especially the theory of interacting particle systems. Rare among mathematicians, he chose to focus broadly on " phenomena", rather than any one of the many specific theorems that might help to articulate a given phenomenon. His book ''Principles of Random Walk'', first published in 1964, remains a well-cited classic. Spitzer was born into a Jewish family in Vienna, Austria, and by the time he was twelve years old, the Nazi threat in Austria was evident. His parents were able to send him to a summer camp for Jewish children in Sweden, and, as a result, Spitzer spent all of the war years in Sweden. He lived with two Swedish families, learned Swedish, graduated from high school, and for one year attended Tekniska Hogskol ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Advances In Mathematics
''Advances in Mathematics'' is a peer-reviewed scientific journal covering research on pure mathematics. It was established in 1961 by Gian-Carlo Rota. The journal publishes 18 issues each year, in three volumes. At the origin, the journal aimed at publishing articles addressed to a broader "mathematical community", and not only to mathematicians in the author's field. Herbert Busemann writes, in the preface of the first issue, "The need for expository articles addressing either all mathematicians or only those in somewhat related fields has long been felt, but little has been done outside of the USSR. The serial publication ''Advances in Mathematics'' was created in response to this demand." Abstracting and indexing The journal is abstracted and indexed in: * |
Markov Process
A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs ''now''." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC). It is named after the Russian mathematician Andrey Markov. Markov chains have many applications as statistical models of real-world processes, such as studying cruise control systems in motor vehicles, queues or lines of customers arriving at an airport, currency exchange rates and animal population dynamics. Markov processes are the basis for general stochastic simulation methods known as Markov chain Monte Carlo, which are used for simulating sampling from complex probability distr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Tracy–Widom Distribution
The Tracy–Widom distribution is a probability distribution from random matrix theory introduced by . It is the distribution of the normalized largest eigenvalue of a random Hermitian matrix. The distribution is defined as a Fredholm determinant. In practical terms, Tracy–Widom is the crossover function between the two phases of weakly versus strongly coupled components in a system. It also appears in the distribution of the length of the longest increasing subsequence of random permutations, as large-scale statistics in the Kardar-Parisi-Zhang equation, in current fluctuations of the asymmetric simple exclusion process (ASEP) with step initial condition, and in simplified mathematical models of the behavior of the longest common subsequence problem on random inputs. See and for experimental testing (and verifying) that the interface fluctuations of a growing droplet (or substrate) are described by the TW distribution F_2 (or F_1) as predicted by . The distribution ''F''1 is ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Communications In Mathematical Physics
''Communications in Mathematical Physics'' is a peer-reviewed academic journal published by Springer. The journal publishes papers in all fields of mathematical physics, but focuses particularly in analysis related to condensed matter physics, statistical mechanics and quantum field theory, and in operator algebras, quantum information and relativity. History Rudolf Haag conceived this journal with Res Jost, and Haag became the Founding Chief Editor. The first issue of ''Communications in Mathematical Physics'' appeared in 1965. Haag guided the journal for the next eight years. Then Klaus Hepp succeeded him for three years, followed by James Glimm, for another three years. Arthur Jaffe began as chief editor in 1979 and served for 21 years. Michael Aizenman became the fifth chief editor in the year 2000 and served in this role until 2012. The current editor-in-chief is Horng-Tzer Yau. Archives Articles from 1965 to 1997 are available in electronic form free of charge, via Pro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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