"Brownian motion"의 두 판 사이의 차이
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Pythagoras0 (토론 | 기여) |
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| (사용자 3명의 중간 판 26개는 보이지 않습니다) | |||
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| − | + | ==introduction== | |
| − | * scaling limit of a random walk | + | * scaling limit of a random walk on a two dimensional grid |
| + | ** the limit of random walk as the time and space increments go to zero. | ||
| + | * Mandelbrot conjecture | ||
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| − | + | ==heat equation and Brownian motion== | |
| − | * http:// | + | * [http://pythagoras0.springnote.com/pages/5650131 열방정식] |
| + | * [http://stat.math.uregina.ca/%7Ekozdron/Research/UgradTalks/BM_and_Heat/heat_and_BM.pdf http://stat.math.uregina.ca/~kozdron/Research/UgradTalks/BM_and_Heat/heat_and_BM.pdf] | ||
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| − | + | ==Wiener process== | |
| − | * | + | * synonym with Brown motion |
| + | * example of a Levy process | ||
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| − | + | ==Mandelbrot conjecture== | |
| − | + | * the Hausdorff dimension of the outer boundary of a planar Brownian motion equals 4=3 | |
| + | * fractal dimension of the frontier of a two dimensional Browninan path is 4/3 | ||
| + | * [[Schramm–Loewner evolution (SLE)]] | ||
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| − | + | ==related items== | |
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| − | + | * [[Schramm–Loewner evolution (SLE)]] | |
| + | * [[Ito calculus]] | ||
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| − | + | ==encyclopedia== | |
| − | + | * http://en.wikipedia.org/wiki/Brownian_motion | |
| + | * http://en.wikipedia.org/wiki/Wiener_process | ||
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| − | + | ==books== | |
| − | + | * Paul L´evy: Processus stochastiques et mouvement brownien, 2nd ed. Paris: Gauthier-Villars Paris 1965. | |
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| − | + | ==expositions and lecture notes== | |
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| − | + | * [http://research.microsoft.com/en-us/um/people/schramm/memorial/talk-CDM.ps Scaling Limits of Random Processes and the Outer Boundary of Planar Brownian Motion (2000)] | |
| − | + | * [http://www.nber.org/%7Enroussan/thesis/thesis.pdf The Mandelbrot’s Conjecture and Critical Exponents for Brownian Motion] | |
| − | + | ** Nikolai Roussanov, 2001 | |
| − | + | * [http://www.thehcmr.org/issue2_2/stats_corner.pdf Conformal Invariance in the Scaling Limit of Critical Planar Percolation] | |
| − | + | * [http://stat-www.berkeley.edu/%7Eperes/bmall.pdf An Invitation to Sample Paths of Brownian Motion] | |
| − | + | * http://www.maths.ox.ac.uk/taxonomy/term/1098 | |
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| − | * http:// | ||
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| − | * http://arxiv.org/ | + | ==articles== |
| + | * Bodineau, Thierry, Isabelle Gallagher, and Laure Saint-Raymond. “The Brownian Motion as the Limit of a Deterministic System of Hard-Spheres.” arXiv:1305.3397 [math-Ph], May 15, 2013. http://arxiv.org/abs/1305.3397. | ||
| + | * Camia, Federico, Alberto Gandolfi, and Matthew Kleban. “Conformal Correlation Functions in the Brownian Loop Soup.” arXiv:1501.05945 [cond-Mat, Physics:hep-Th, Physics:math-Ph], January 23, 2015. http://arxiv.org/abs/1501.05945. | ||
| + | * [http://arxiv.org/abs/math/0506337 On the scaling limit of simple random walk excursion measure in the plane] Michael J. Kozdron, 2005 | ||
| + | * The dimension of the planar Brownian frontier is 4/3 G. F. Lawler, O. Schramm, and W. Werner, Math. Res. Lett., 8:401–411, 2001. | ||
| + | * [http://arxiv.org/abs/math/0007042 Critical exponents, conformal invariance and planar Brownian motion][[Wendelin Werner]], 2000 | ||
| − | + | ==question and answers(Math Overflow)== | |
| − | + | * [http://mathoverflow.net/questions/43015/the-conditions-in-the-definition-of-brownian-motion ]http://mathoverflow.net/questions/43015/the-conditions-in-the-definition-of-brownian-motion | |
| − | + | [[분류:integrable systems]] | |
| + | [[분류:math and physics]] | ||
| + | [[분류:migrate]] | ||
| − | * [ | + | ==메타데이터== |
| − | * [ | + | ===위키데이터=== |
| − | + | * ID : [https://www.wikidata.org/wiki/Q178036 Q178036] | |
| − | + | ===Spacy 패턴 목록=== | |
| + | * [{'LOWER': 'brownian'}, {'LEMMA': 'motion'}] | ||
2021년 2월 17일 (수) 02:32 기준 최신판
introduction
- scaling limit of a random walk on a two dimensional grid
- the limit of random walk as the time and space increments go to zero.
- Mandelbrot conjecture
heat equation and Brownian motion
Wiener process
- synonym with Brown motion
- example of a Levy process
Mandelbrot conjecture
- the Hausdorff dimension of the outer boundary of a planar Brownian motion equals 4=3
- fractal dimension of the frontier of a two dimensional Browninan path is 4/3
- Schramm–Loewner evolution (SLE)
encyclopedia
books
- Paul L´evy: Processus stochastiques et mouvement brownien, 2nd ed. Paris: Gauthier-Villars Paris 1965.
expositions and lecture notes
- Scaling Limits of Random Processes and the Outer Boundary of Planar Brownian Motion (2000)
- The Mandelbrot’s Conjecture and Critical Exponents for Brownian Motion
- Nikolai Roussanov, 2001
- Conformal Invariance in the Scaling Limit of Critical Planar Percolation
- An Invitation to Sample Paths of Brownian Motion
- http://www.maths.ox.ac.uk/taxonomy/term/1098
articles
- Bodineau, Thierry, Isabelle Gallagher, and Laure Saint-Raymond. “The Brownian Motion as the Limit of a Deterministic System of Hard-Spheres.” arXiv:1305.3397 [math-Ph], May 15, 2013. http://arxiv.org/abs/1305.3397.
- Camia, Federico, Alberto Gandolfi, and Matthew Kleban. “Conformal Correlation Functions in the Brownian Loop Soup.” arXiv:1501.05945 [cond-Mat, Physics:hep-Th, Physics:math-Ph], January 23, 2015. http://arxiv.org/abs/1501.05945.
- On the scaling limit of simple random walk excursion measure in the plane Michael J. Kozdron, 2005
- The dimension of the planar Brownian frontier is 4/3 G. F. Lawler, O. Schramm, and W. Werner, Math. Res. Lett., 8:401–411, 2001.
- Critical exponents, conformal invariance and planar Brownian motionWendelin Werner, 2000
question and answers(Math Overflow)
메타데이터
위키데이터
- ID : Q178036
Spacy 패턴 목록
- [{'LOWER': 'brownian'}, {'LEMMA': 'motion'}]