
Probability on Discrete Structures
By: Harry Kesten (Editor), David Aldous (Contribution by), Geoffrey R. Grimmett (Contribution by)
Hardcover | 18 September 2003
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364 Pages
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Most probability problems involve random variables indexed by space and/or time. These problems almost always have a version in which space and/or time are taken to be
discrete. This volume deals with areas in which the discrete version is more natural than the continuous one, perhaps even the only one than can be formulated without complicated constructions and machinery.
The 5
papers of this volume discuss problems in which there has been significant progress in the last few years; they are motivated by, or have been developed in parallel with, statistical physics. They include questions about
asymptotic shape for stochastic growth models and for random clusters; existence, location and properties of phase transitions; speed of convergence to equilibrium in Markov chains, and in particular for Markov chains based on
models with a phase transition; cut-off phenomena for random walks.
The articles can be read independently of each other. Their unifying theme is that of models built on discrete spaces or graphs. Such models are
often easy to formulate. Correspondingly, the book requires comparatively little previous knowledge of the machinery of probability.
Industry Reviews
From the reviews:
"The ... book contains five survey articles which span a very nice part of modern discrete probability theory. ... The world of discrete probability theory seems to be growing at an exponential rate and it is exactly for this reason that such surveys are not only welcome but essential. Each one of these articles is indeed very interesting and both the 'beginner' ... and the expert can learn a tremendous amount. In short, it is a wonderful book and to be recommended." (Jeffrey E. Steif, Combinatorics, Probability and Computing, Vol. 14, 2005)
"This book covers probability problems with random variables whose indices take discrete values. The exposition is very clear and the book provides an introduction to the subject and to the mathematical formalism which is used. Each chapter is on a different topic, and it represents a clear, rather complete review of the state of the art of its own subject." (Guido Gentile, SIAM Review, Vol. 47 (3), 2005)
| The Random-Cluster Model | p. 73 |
| Models of First-Passage Percolation | p. 125 |
| Relaxation Times of Markov Chains in Statistical Mechanics and Combinatorial Structures | p. 175 |
| Random Walks on Finite Groups | p. 263 |
| Index | p. 347 |
| Introduction | p. 2 |
| A Motivating Example: the Assignment Problem | p. 3 |
| A Stalking Horse: the Partial Matching Problem | p. 4 |
| Organization of the Survey | p. 4 |
| Geometric Graphs and Local Weak Convergence | p. 6 |
| Geometric Graphs | p. 6 |
| <$>{cal G}^ast<$> as a Metric Space | p. 7 |
| Local Weak Convergence | p. 8 |
| The Standard Construction | p. 8 |
| A Prototype: The Limit of Uniform Random Trees | p. 9 |
| Maximal Weight Partial Matching on Random Trees | p. 12 |
| Weighted Matchings of Graphs in General | p. 12 |
| Our Case: Random Trees with Random Edge Weights | p. 12 |
| Two Obvious Guesses: One Right, One Wrong | p. 12 |
| Not Your Grandfather's Recursion | p. 13 |
| A Direct and Intuitive Plan | p. 14 |
| Characterization of the Limit of <$>B(T_n^{small})<$> | p. 16 |
| Characterization of the Limit of <$>B(T_n^{big})<$> | p. 19 |
| The Limit Theorem for Maximum Weight Partial Matchings | p. 21 |
| Closing the Loop: Another Probabilistic Solution of a Fixed-Point Equation | p. 24 |
| From Coupling to Stability - Thence to Convergence | p. 26 |
| Looking Back: Perspective on a Case Study | p. 28 |
| The Mean-Field Model of Distance | p. 29 |
| From Poisson Points in <$>{op R}^{d}<$> to a Simple Distance Model | p. 29 |
| The Poisson Weighted Infinite Tree - or, the PWIT | p. 31 |
| The Cut-off Components of a Weighted Graph and a PWIT | p. 32 |
| The Minimum Spanning Forests of an Infinite Graph | p. 33 |
| The Average Length Per Vertex of the MSF of a PWIT | p. 34 |
| The Connection to Frieze's (3) Theorem | p. 35 |
| Minimal Cost Perfect Matchings | p. 37 |
| A Natural Heuristic - Which Fails for a Good Reason | p. 38 |
| Involution Invariance and the Standard Construction | p. 39 |
| Involution Invariance and the Convergence of MSTs | p. 42 |
| A Heuristic That Works by Focusing on the Unknown | p. 46 |
| A Distributional Identity with a Logistic Solution | p. 47 |
| A Stochastic Process that Constructs a Matching | p. 49 |
| Calculation of a Limiting Constant: <$>pi^{2}/6<$> | p. 52 |
| Passage from a PWIT Matching to a Kn Matching | p. 53 |
| Finally - Living Beyond One's Means | p. 55 |
| Problems in Euclidean Space | p. 56 |
| A Motivating Problem | p. 57 |
| Far Away Places and Their Influence | p. 59 |
| Euclidean Methods and Some Observations in Passing | p. 62 |
| Recurrence of Random Walks in Limits of Planar Graphs | p. 65 |
| Limitations, Challenges, and Perspectives | p. 66 |
| References | p. 69 |
| Introduction | p. 74 |
| Potts and random-cluster processes | p. 77 |
| Random-cluster measures | p. 77 |
| Ising and Potts models | p. 78 |
| Random-cluster and Ising-Potts coupled | p. 80 |
| The limit as <$>q downarrow 0<$> | p. 82 |
| Rank-generating functions | p. 83 |
| Infinite-volume random-cluster measures | p. 84 |
| Stochastic ordering | p. 84 |
| A differential formula | p. 85 |
| Conditional probabilities | p. 85 |
| Infinite-volume weak limits | p. 86 |
| Random-cluster measures on infinite graphs | p. 88 |
| The case q < 1 | p. 89 |
| Phase transition, the big picture | p. 91 |
| Infinite open clusters | p. 91 |
| First- and second-order phase transition | p. 92 |
| General results in d (≥ 2) dimensions | p. 95 |
| The subcritical phase, p < pc(q) | p. 95 |
| The supercritical phase, p > pc(q) | p. 96 |
| Near the critical point, p ≃ pc(q) | p. 98 |
| In two dimensions | p. 101 |
| Graphical duality | p. 101 |
| Value of the critical point | p. 103 |
| First-order phase transition | p. 104 |
| SLE limit when q ≤ 4 | p. 105 |
| On complete graphs and trees | p. 108 |
| On complete graphs | p. 108 |
| On trees and non-amenable graphs | p. 110 |
| Time-evolutions of random-cluster models | p. 111 |
| Reversible dynamics | p. 111 |
| Coupling from the past | p. 113 |
| Swendsen-Wang dynamics | p. 114 |
| References | p. 116 |
| Introduction | p. 126 |
| The Basic Model and Some Fundamental Questions | p. 126 |
| Notation | p. 128 |
| The Time Constant | p. 129 |
| The Fundamental Processes of Hammersley and Welsh | p. 129 |
| About | p. 131 |
| Minimizing Paths | p. 133 |
| Asymptotic Shape and Shape Fluctuations | p. 134 |
| Shape Theorems for Standard FPP | p. 134 |
| About the Asymptotic Shape for Lattice FPP | p. 138 |
| FPP Based on Poisson Point Processes | p. 140 |
| Upper Bounds on Shape Fluctuations | p. 143 |
| Some Related Longitudinal Fluctuation Exponents | p. 150 |
| Monotonicity | p. 151 |
| Transversal Fluctuations and the Divergence of Shape Fluctuations | p. 154 |
| Transversal Fluctuation Exponents | p. 154 |
| Upper Bounds on <$>xi<$> | p. 155 |
| Lower Bounds on <$>chi<$> | p. 157 |
| Lower Bounds on <$>xi<$> | p. 158 |
| Fluctuations for Other Related Models | p. 160 |
| Infinite Geodesics and Spanning Trees | p. 161 |
| Semi-Infinite Geodesics and Spanning Trees | p. 161 |
| Coalescence and Another Spanning Tree in 2 Dimensions | p. 165 |
| Doubly-Infinite Geodesics | p. 167 |
| Summary of Some Open Problems | p. 168 |
| References | p. 170 |
| Introduction | p. 177 |
| Mixing times for reversible, continuous-time Markov chains | p. 180 |
| Analytic methods | p. 182 |
| Tensorization of the Poincaré and logarithmic Sobolev inequalities | p. 186 |
| Geometric tools | p. 188 |
| Comparison methods | p. 190 |
| Coupling methods and block dynamics | p. 192 |
| Statistical mechanics models in <$>{op Z}^d<$> | p. 194 |
| Notation | p. 194 |
| Grand canonical Gibbs measures | p. 195 |
| Mixing conditions and absence of long-range order | p. 197 |
| Canonical Gibbs measures for lattice gases | p. 201 |
| The ferromagnetic Ising and Potts models | p. 202 |
| FK representation of Potts models | p. 202 |
| Antiferromagnetic models on an arbitrary graph: Potts and hard-core models | p. 204 |
| Model with random interactions | p. 206 |
| Unbounded spin systems | p. 207 |
| Ground states of certain quantum Heisenberg models as classical Gibbs measures | p. 208 |
| Glauber dynamics in <$>{op Z}^d<$> | p. 211 |
| The dynamics in a finite volume | p. 211 |
| The dynamics in an infinite volume | p. 213 |
| Graphical construction | p. 214 |
| Uniform ergodicity and logarithmic Sobolev constant | p. 215 |
| Mixing property versus logarithmic Sobolev constant in <$>{op Z}^d<$> | p. 218 |
| The auxiliary chain and sweeping out relations method | p. 219 |
| The renormalization group approach | p. 220 |
| The martingale method | p. 222 |
| The recursive analysis | p. 225 |
| Rapid mixing for unbounded spin systems | p. 226 |
| Torpid mixing in the phase coexistence region | p. 227 |
| Torpid mixing for the Ising model in <$>Lambda subset {op Z}^{d}<$> with free boundary conditions | p. 227 |
| Interface driven mixing inside one phase | p. 229 |
| Torpid mixing for Potts model in <$>{op Z}^d<$> | p. 231 |
| Glauber dynamics for certain random systems in <$>{op Z}^d<$> | p. 231 |
| Combination of torpid and rapid mixing: the dilute Ising model | p. 231 |
| Relaxation to equilibrium for spin glasses | p. 233 |
| Glauber dynamics for more general structures | p. 234 |
| Glauber dynamics on trees and hyperbolic graphs | p. 235 |
| Glauber dynamics for the hard-core model | p. 236 |
| Cluster algorithms: the Swendsen-Wang dynamics for Potts models | p. 237 |
| Mixing time for conservative dynamics | p. 238 |
| Random transposition, Bernoulli-Laplace and symmetric simple exclusion | p. 239 |
| The asymmetric simple exclusion | p. 240 |
| The Kac model for the Boltzmann equation | p. 245 |
| Adsorbing staircase walks | p. 247 |
| Kawasaki dynamics for lattice gases | p. 248 |
| Diffusive scaling of the mixing time in the one-phase region | p. 249 |
| Torpid mixing in the phase coexistence region | p. 252 |
| References | p. 253 |
| Introduction | p. 264 |
| Background and Notation | p. 267 |
| Finite Markov Chains | p. 267 |
| Invariant Markov Chains on Finite Groups | p. 270 |
| Shuffling Cards and the Cut-off Phenomenon | p. 272 |
| Three Examples of Card Shuffling | p. 272 |
| Exact Computations | p. 274 |
| The Cut-off Phenomenon | p. 277 |
| Probabilistic Methods | p. 281 |
| Coupling | p. 281 |
| Strong Stationary Times | p. 285 |
| Spectrum and Singular Values | p. 289 |
| General Finite Markov Chains | p. 289 |
| The Random Walk Case | p. 292 |
| Lower Bounds | p. 293 |
| Eigenvalue Bounds Using Paths | p. 296 |
| Cayley Graphs | p. 296 |
| The Second Largest Eigenvalue | p. 297 |
| The Lowest Eigenvalue | p. 300 |
| Diameter Bounds, Isoperimetry and Expanders | p. 302 |
| Results Involving Volume Growth Conditions | p. 308 |
| Moderate Growth | p. 308 |
| Nilpotent Groups | p. 311 |
| Nilpotent Groups with many Generators | p. 312 |
| Representation Theory for Finite Groups | p. 315 |
| The General Set-up | p. 315 |
| Abelian Examples | p. 317 |
| Random Random Walks | p. 323 |
| Central Measures and Bi-invariant Walks | p. 325 |
| Characters and Bi-invariance | p. 325 |
| Random Transposition on the Symmetric Group | p. 326 |
| Walks Based on Conjugacy Classes of the Symmetric Group | p. 328 |
| Finite Classical Groups | p. 331 |
| Fourier Analysis for Non-central Measures | p. 334 |
| Comparison Techniques | p. 335 |
| The min-max Characterization of Eigenvalues | p. 335 |
| Comparing Dirichlet Forms Using Paths | p. 336 |
| Comparison for Non-symmetric Walks | p. 339 |
| References | p. 340 |
| Table of Contents provided by Publisher. All Rights Reserved. |
ISBN: 9783540008453
ISBN-10: 3540008454
Series: ENCYCLOPAEDIA OF MATHEMATICAL SCIENCES
Published: 18th September 2003
Format: Hardcover
Language: English
Number of Pages: 364
Audience: General Adult
Publisher: Springer Nature B.V.
Country of Publication: DE
Dimensions (cm): 24.13 x 17.15 x 3.18
Weight (kg): 0.64
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