02075aam a2200217 4500008004500000020001800045082001700063100002600080245008000106260004400186300001400230440005400244504027100298520096300569650002901532650003101561650003801592942001201630999001901642952019601661170511b2017 xxu||||| |||| 00| 0 eng d a9781107160491 a519.23bB6G2 aBovier, Anton9343662 aGaussian processes on trees: from spin glasses to branching Brownian motion bCambridge University Pressc2017aDelhi ax, 200 p. aCambridge studies in advanced mathematics9343663 aTable of Contents:
1.Extreme value theory for iid sequences
2.Extremal processes
3.Normal sequences
4.Spin glasses
5.Branching Brownian motion
6.Bramson's analysis of the F-KPP equation
7.The extremal process of BBM
8.Full extremal process
9.Variable speed BBM.
aBranching 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. aRandom variables9343664 aGaussian processes9343665 aBranching Brownian motion9343666 2ddccBK c206344d206344 00102ddc406519_230000000000000_B6G2708NFIC9347441aVSLbVSLcGENd2017-05-03e12g3037.72kSlot 1403 (0 Floor, East Wing)l1m3o519.23 B6G2p194406r2018-09-07s2017-06-01v3797.16yBK