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Product Identifiers
PublisherCambridge University Press
ISBN-100521760186
ISBN-139780521760188
eBay Product ID (ePID)79866640
Product Key Features
Number of Pages416 Pages
Publication NameBrownian Motion
LanguageEnglish
Publication Year2010
SubjectProbability & Statistics / General, Chemistry / General
TypeTextbook
Subject AreaMathematics, Science
AuthorPeter Mörters, Yuval Peres
SeriesCambridge Series in Statistical and Probabilistic Mathematics Ser.
FormatHardcover
Dimensions
Item Height0.9 in
Item Weight32.2 Oz
Item Length10 in
Item Width7 in
Additional Product Features
Intended AudienceScholarly & Professional
LCCN2010-287987
Reviews"This is a well-written book guiding the interested reader from the humble beginnings to the cutting edge of current research in Brownian motion. It excels in its careful selection of topics and very clear presentation and, though quite advanced material is presented, never gives the reader the impression of being fraught with technicalities." Rene L. Schilling, Mathematical Reviews, "I find the style of this book is extremely user-friendly. I am sure that it will be considered a very gentle introduction to stochastic analysis by many graduate students, and I guess that many established researchers will read some of chapters of this book at bedtime, for pure pleasure." Krzysztof Burdzy for SIAM Review, "Brownian Motion" by Moerters and Peres, a modern and attractive account of one of the central topics of probability theory, will serve both as an accessible introduction at the level of a Masters course and as a work of reference for fine properties of Brownian paths. The unique focus of the book on Brownian motion gives it a satisfying concreteness and allows a rapid approach to some deep results. The introductory chapters, besides providing a careful account of the theory, offer some helpful points of orientation towards an intuitive and mature grasp of the subject matter. The authors have made many contributions to our understanding of path properties, fractal dimensions and potential theory for Brownian motion, and this expertise is evident in the later chapters of the book. I particularly liked the marking of the 'leaves' of the theory by stars, not only because this offers a chance to skip on, but also because these are often the high points of our present knowledge." James Norris, University of Cambridge, 'Brownian Motion by M rters and Peres, a modern and attractive account of one of the central topics of probability theory, will serve both as an accessible introduction at the level of a Masters course and as a work of reference for fine properties of Brownian paths. The unique focus of the book on Brownian motion gives it a satisfying concreteness and allows a rapid approach to some deep results. The introductory chapters, besides providing a careful account of the theory, offer some helpful points of orientation towards an intuitive and mature grasp of the subject matter. The authors have made many contributions to our understanding of path properties, fractal dimensions and potential theory for Brownian motion, and this expertise is evident in the later chapters of the book. I particularly liked the marking of the 'leaves' of the theory by stars, not only because this offers a chance to skip on, but also because these are often the high points of our present knowledge.' James Norris, University of Cambridge, 'This splendid account of the modern theory of Brownian motion puts special emphasis on sample path properties and connections with harmonic functions and potential theory, without omitting such important topics as stochastic integration, local times or relations with random walk. The most significant properties of Brownian motion are derived via powerful and elegant methods. This book, which fills a gap in the existing literature, will be of interest both to the beginner, for the clarity of exposition and the judicious choice of topics, and to the specialist, who will find neat approaches to many classical results and to some more recent ones. This beautiful book will soon become a must for anybody who is interested in Brownian motion and its applications.' Jean-Franois Le Gall, Universit Paris 11 (Paris-Sud, Orsay), "written with enthusiasm for Brownian motion as a beautiful and fascinating object in its own right, yet, still highlighting its central role in so many other contexts." Allan GUT, Journal of the American Statistical Association, 'This is a well-written book guiding the interested reader from the humble beginnings to the cutting edge of current research in Brownian motion. It excels in its careful selection of topics and very clear presentation and, though quite advanced material is presented, never gives the reader the impression of being fraught with technicalities.' Mathematical Reviews, 'The book is, in fact, currently used as a reading course for Ph.D. students in Uppsala. A short informal check tells me that they like it. It is thorough and rigorous, yet intuitive, they enjoy the focus on sample path and geometric properties of Brownian motion … They also appreciate that it is written with enthusiasm for Brownian motion as a beautiful and fascinating object in its own right (and so do I), yet still highlighting its central role in so many other contexts.' Allan Gurr, Uppsala University, 'This excellent book does a beautiful job of covering a good deal of the theory of Brownian motion in a very user-friendly fashion. The approach is hands-on which makes it an attractive book for a first course on the subject. It also contains topics not usually covered, such as the 'intersection-equivalence' approach to multiple points as well as the study of slow and fast points. Other highlights include detailed connections with random fractals and a short overview of the connections with SLE. I highly recommend it.' Jeff Steif, Chalmers University of Technology, "This splendid account of the modern theory of Brownian motion puts special emphasis on sample path properties and connections with harmonic functions and potential theory, without omitting such important topics as stochastic integration, local times or relations with random walk. The most significant properties of Brownian motion are derived via powerful and elegant methods. This book, which fills a gap in the existing literature, will be of interest both to the beginner, for the clarity of exposition and the judicious choice of topics, and to the specialist, who will find neat approaches to many classical results and to some more recent ones. This beautiful book will soon become a must for anybody who is interested in Brownian motion and its applications." Jean-François Le Gall, Université Paris 11 (Paris-Sud, Orsay), "This excellent book does a beautiful job of covering a good deal of the theory of Brownian motion in a very user-friendly fashion. The approach is hands-on which makes it an attractive book for a first course on the subject. It also contains topics not usually covered, such as the "intersection-equivalence" approach to multiple points as well as the study of slow and fast points. Other highlights include detailed connections with random fractals and a short overview of the connections with SLE. Jeff Steif, Chalmers University of Technology, 'I find the style of this book extremely user-friendly. I am sure that it will be considered a very gentle introduction to stochastic analysis by many graduate students, and I guess that many established researchers will read some chapters of the book at bedtime, for pure pleasure.' Krzysztof Burdzy, University of Washington, Seattle, 'Brownian Motion by Mrters and Peres, a modern and attractive account of one of the central topics of probability theory, will serve both as an accessible introduction at the level of a Masters course and as a work of reference for fine properties of Brownian paths. The unique focus of the book on Brownian motion gives it a satisfying concreteness and allows a rapid approach to some deep results. The introductory chapters, besides providing a careful account of the theory, offer some helpful points of orientation towards an intuitive and mature grasp of the subject matter. The authors have made many contributions to our understanding of path properties, fractal dimensions and potential theory for Brownian motion, and this expertise is evident in the later chapters of the book. I particularly liked the marking of the 'leaves' of the theory by stars, not only because this offers a chance to skip on, but also because these are often the high points of our present knowledge.' James Norris, University of Cambridge, 'Brownian Motion by Mörters and Peres, a modern and attractive account of one of the central topics of probability theory, will serve both as an accessible introduction at the level of a Masters course and as a work of reference for fine properties of Brownian paths. The unique focus of the book on Brownian motion gives it a satisfying concreteness and allows a rapid approach to some deep results. The introductory chapters, besides providing a careful account of the theory, offer some helpful points of orientation towards an intuitive and mature grasp of the subject matter. The authors have made many contributions to our understanding of path properties, fractal dimensions and potential theory for Brownian motion, and this expertise is evident in the later chapters of the book. I particularly liked the marking of the 'leaves' of the theory by stars, not only because this offers a chance to skip on, but also because these are often the high points of our present knowledge.' James Norris, University of Cambridge
Dewey Edition22
Series Volume NumberSeries Number 30
IllustratedYes
Dewey Decimal530.4/75
Table Of ContentPreface; Frequently used notation; Motivation; 1. Brownian motion as a random function; 2. Brownian motion as a strong Markov process; 3. Harmonic functions, transience and recurrence; 4. Hausdorff dimension: techniques and applications; 5. Brownian motion and random walk; 6. Brownian local time; 7. Stochastic integrals and applications; 8. Potential theory of Brownian motion; 9. Intersections and self-intersections of Brownian paths; 10. Exceptional sets for Brownian motion; Appendix A. Further developments: 11. Stochastic Loewner evolution and its applications to planar Brownian motion; Appendix B. Background and prerequisites; Hints and solutions for selected exercises; References; Index.
SynopsisThis eagerly awaited graduate-level textbook covers all the essential elements of the theory of Brownian motion, a core area of probability theory, as well as the most recent research. The authors' focus on sample path properties presents a unique and modern point of view., This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
LC Classification NumberQA274.75 .M67 2010
