A Course on Large Deviations with an Introduction to Gibbs Measures

A Course on Large Deviations with an Introduction to Gibbs Measures PDF

Author: Firas Rassoul-Agha

Publisher: American Mathematical Soc.

Published: 2015-03-12

Total Pages: 335

ISBN-13: 0821875787

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This is an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course. The book begins with a straightforward approach to the key ideas and results of large deviation theory in the context of independent identically distributed random variables. This includes Cramér's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change of measure arguments. Dependence is introduced through the interactions potentials of equilibrium statistical mechanics. The phase transition of the Ising model is proved in two different ways: first in the classical way with the Peierls argument, Dobrushin's uniqueness condition, and correlation inequalities and then a second time through the percolation approach. Beyond the large deviations of independent variables and Gibbs measures, later parts of the book treat large deviations of Markov chains, the Gärtner-Ellis theorem, and a large deviation theorem of Baxter and Jain that is then applied to a nonstationary process and a random walk in a dynamical random environment. The book has been used with students from mathematics, statistics, engineering, and the sciences and has been written for a broad audience with advanced technical training. Appendixes review basic material from analysis and probability theory and also prove some of the technical results used in the text.

Large Deviations for Markov Chains

Large Deviations for Markov Chains PDF

Author: Alejandro D. de Acosta

Publisher:

Published: 2022-10-12

Total Pages: 264

ISBN-13: 1009063359

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This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the almost sure convergence of the averages of a real or vector-valued function of the chain to the mean of the function with respect to the invariant distribution. In the case of empirical measures, the ergodic theorem states the almost sure convergence in a suitable sense to the invariant distribution. The large deviation theorems provide precise asymptotic estimates at logarithmic level of the probabilities of deviating from the preponderant behavior asserted by the ergodic theorems.

Lyapunov Exponents of Linear Cocycles

Lyapunov Exponents of Linear Cocycles PDF

Author: Pedro Duarte

Publisher: Springer

Published: 2016-03-21

Total Pages: 271

ISBN-13: 9462391246

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The aim of this monograph is to present a general method of proving continuity of Lyapunov exponents of linear cocycles. The method uses an inductive procedure based on a general, geometric version of the Avalanche Principle. The main assumption required by this method is the availability of appropriate large deviation type estimates for quantities related to the iterates of the base and fiber dynamics associated with the linear cocycle. We establish such estimates for various models of random and quasi-periodic cocycles. Our method has its origins in a paper of M. Goldstein and W. Schlag. Our present work expands upon their approach in both depth and breadth. We conclude this monograph with a list of related open problems, some of which may be treated using a similar approach.

Statistical Mechanics of Lattice Systems

Statistical Mechanics of Lattice Systems PDF

Author: Sacha Friedli

Publisher: Cambridge University Press

Published: 2017-11-23

Total Pages: 643

ISBN-13: 1107184827

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A self-contained, mathematical introduction to the driving ideas in equilibrium statistical mechanics, studying important models in detail.

Introduction to Analytic and Probabilistic Number Theory

Introduction to Analytic and Probabilistic Number Theory PDF

Author: Gérald Tenenbaum

Publisher: American Mathematical Society

Published: 2024-06-26

Total Pages: 656

ISBN-13: 1470478218

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This book provides a self contained, thorough introduction to the analytic and probabilistic methods of number theory. The prerequisites being reduced to classical contents of undergraduate courses, it offers to students and young researchers a systematic and consistent account on the subject. It is also a convenient tool for professional mathematicians, who may use it for basic references concerning many fundamental topics. Deliberately placing the methods before the results, the book will be of use beyond the particular material addressed directly. Each chapter is complemented with bibliographic notes, useful for descriptions of alternative viewpoints, and detailed exercises, often leading to research problems. This third edition of a text that has become classical offers a renewed and considerably enhanced content, being expanded by more than 50 percent. Important new developments are included, along with original points of view on many essential branches of arithmetic and an accurate perspective on up-to-date bibliography. The author has made important contributions to number theory and his mastery of the material is reflected in the exposition, which is lucid, elegant, and accurate. —Mathematical Reviews

A First Course in Sobolev Spaces

A First Course in Sobolev Spaces PDF

Author: Giovanni Leoni

Publisher: American Mathematical Society

Published: 2024-04-17

Total Pages: 759

ISBN-13: 1470477025

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This book is about differentiation of functions. It is divided into two parts, which can be used as different textbooks, one for an advanced undergraduate course in functions of one variable and one for a graduate course on Sobolev functions. The first part develops the theory of monotone, absolutely continuous, and bounded variation functions of one variable and their relationship with Lebesgue–Stieltjes measures and Sobolev functions. It also studies decreasing rearrangement and curves. The second edition includes a chapter on functions mapping time into Banach spaces. The second part of the book studies functions of several variables. It begins with an overview of classical results such as Rademacher's and Stepanoff's differentiability theorems, Whitney's extension theorem, Brouwer's fixed point theorem, and the divergence theorem for Lipschitz domains. It then moves to distributions, Fourier transforms and tempered distributions. The remaining chapters are a treatise on Sobolev functions. The second edition focuses more on higher order derivatives and it includes the interpolation theorems of Gagliardo and Nirenberg. It studies embedding theorems, extension domains, chain rule, superposition, Poincaré's inequalities and traces. A major change compared to the first edition is the chapter on Besov spaces, which are now treated using interpolation theory.

Introduction to Global Analysis: Minimal Surfaces in Riemannian Manifolds

Introduction to Global Analysis: Minimal Surfaces in Riemannian Manifolds PDF

Author: John Douglas Moore

Publisher: American Mathematical Soc.

Published: 2017-12-15

Total Pages: 368

ISBN-13: 1470429500

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During the last century, global analysis was one of the main sources of interaction between geometry and topology. One might argue that the core of this subject is Morse theory, according to which the critical points of a generic smooth proper function on a manifold determine the homology of the manifold. Morse envisioned applying this idea to the calculus of variations, including the theory of periodic motion in classical mechanics, by approximating the space of loops on by a finite-dimensional manifold of high dimension. Palais and Smale reformulated Morse's calculus of variations in terms of infinite-dimensional manifolds, and these infinite-dimensional manifolds were found useful for studying a wide variety of nonlinear PDEs. This book applies infinite-dimensional manifold theory to the Morse theory of closed geodesics in a Riemannian manifold. It then describes the problems encountered when extending this theory to maps from surfaces instead of curves. It treats critical point theory for closed parametrized minimal surfaces in a compact Riemannian manifold, establishing Morse inequalities for perturbed versions of the energy function on the mapping space. It studies the bubbling which occurs when the perturbation is turned off, together with applications to the existence of closed minimal surfaces. The Morse-Sard theorem is used to develop transversality theory for both closed geodesics and closed minimal surfaces. This book is based on lecture notes for graduate courses on “Topics in Differential Geometry”, taught by the author over several years. The reader is assumed to have taken basic graduate courses in differential geometry and algebraic topology.

Analysis and Approximation of Rare Events

Analysis and Approximation of Rare Events PDF

Author: Amarjit Budhiraja

Publisher: Springer

Published: 2019-08-10

Total Pages: 574

ISBN-13: 1493995790

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This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.

Lectures on Finite Fields

Lectures on Finite Fields PDF

Author: Xiang-dong Hou

Publisher: American Mathematical Soc.

Published: 2018-06-07

Total Pages: 240

ISBN-13: 1470442892

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The theory of finite fields encompasses algebra, combinatorics, and number theory and has furnished widespread applications in other areas of mathematics and computer science. This book is a collection of selected topics in the theory of finite fields and related areas. The topics include basic facts about finite fields, polynomials over finite fields, Gauss sums, algebraic number theory and cyclotomic fields, zeros of polynomials over finite fields, and classical groups over finite fields. The book is mostly self-contained, and the material covered is accessible to readers with the knowledge of graduate algebra; the only exception is a section on function fields. Each chapter is supplied with a set of exercises. The book can be adopted as a text for a second year graduate course or used as a reference by researchers.