TY  - BOOK
AU  - Bovier,Anton
TI  - Gaussian processes on trees: from spin glasses to branching Brownian motion 
T2  - Cambridge studies in advanced mathematics
SN  - 9781316675779 (ebook)
AV  - QA274.4 .B68 2017
U1  - 519.2/3 23
PY  - 2017///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Gaussian processes
KW  - Random variables
N1  - Title from publisher's bibliographic system (viewed on 02 Dec 2016)
N2  - Branching 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
UR  - https://doi.org/10.1017/9781316675779
ER  -