Classical and spatial stochastic processes
This small book is well-written and well-organized. It presents ``a first course in stochastic processes at the upper undergraduate or graduate levels \(\dots\) and consists of two parts. The first one could be called standard: first three chapters are ``Discrete time Markov chains, ``Stationary distributions of a Markov chain and ``Continuous time birth and death Markov chains. A certain news in this part is an exposition of the coupling method on rather elementary examples which make clear that the method is just a techniques of constructing two processes on one probability space in such a way that certain probability assertions become almost sure ones. In fact, the exposition gives an idea that the title ``unique probability space even better describes this techniques. Reversible measures and branching processes are also discussed in the first part. Only simple results are treated all over the book but at the same time many ideas needed for more complicated cases are hidden and in fact very close. The second part is a really elementary introduction to the area of spatial processes. ``Percolation, ``A cellular automaton, ``Continuous time branching random walk and ``The contact process on a homogeneous tree are the last four chapters. The ``methods include contour arguments \(\ldots\) and coupling techniques \(\ldots\). Certainly, there is a lack of elementary exposition of these modern theories in the literature, and the second part is certainly an excellent version of such an introduction. All sections are easily readable and it is rather tentative for the reviewer to learn them more deeply by organizing a course based on this book. The reader can be really surprised seeing how simple can be the lectures on these complicated topics. At the same time such important questions as phase transitions and their properties for some models and the estimates for certain critical values are discussed rigorously. It can be said that this is indeed a first course on stochastic processes and also a masterful introduction to some modern chapters of the theory.
- Effective ergodicity breaking in an exclusion process with varying system length
- Finite current stationary states of random walks on one-dimensional lattices with aperiodic disorder
- Random walks and diffusion on networks
- The intermediate dispersal principle in spatially explicit metapopulations
- Early epidemic spread, percolation and Covid-19
- A note on monotonicity of spatial epidemic models
- The discrete evolution model of Bak and Sneppen is conjugate to the classical contact process
- Eigenvalues of quantum walk induced by recurrence properties of the underlying birth and death process: application to computation of an edge state
- Classical and spatial stochastic processes. With applications to biology
- Length regulation of microtubules by molecular motors: exact solution and density profiles
- On the role of Allee effect and mass migration in survival and extinction of a species
- scientific article; zbMATH DE number 1834589 (Why is no real title available?)
- Quantum Walks
- Exclusive queueing process with discrete time
- IPS/zeta correspondence for the Domany-Kinzel model
- Report 41/2006: Spatial Random Processes and Statistical Mechanics (September 3rd -- September 9th, 2006)
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