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Interacting particle systems are collections of locally interacting
Markov processes, situated on a lattice. While the process at a single
lattice point is usually a very simple, finite state Markov process,
the interaction between neighbours causes the system as a whole to
show interesting behaviour, such as phase transitions.
The study of interacting particle systems started in the early
1970-ies motivated by problems from theoretical
physics. Since that time, the field underwent a growth, with
links to and applications in many other fields of science.
For PhD students.
Last update: T_KPMS (27.04.2016)
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A first introduction to the theory of interacting particle systems. Last update: T_KPMS (07.05.2014)
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Written exam. Last update: Swart Jan, Dr. (13.02.2019)
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Základní:
J.M. Swart: Lecture Notes Interacting Particle Systems.
http://staff.utia.cas.cz/swart/cztea_index.html
Doporučená:
T.M.~Liggett. Interacting Particle Systems. Springer-Verlag, New York, 1985.
R. Durrett. Lecture notes on particle systems and percolation. Wadsworth & Brooks/Cole, Pacific Grove, 1988.
T.M. Liggett. Stochastic interacting systems: contact, voter and exclusion processes. Springer-Verlag, Berlin, 1999.
Last update: T_KPMS (07.05.2014)
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Lecture. Last update: T_KPMS (07.05.2014)
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Interacting particle systems, contact process, voter model, Ising model, exclusion process, mean-field model, duality, invariant measure, phase transition. Last update: T_KPMS (07.05.2014)
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Basic probability theory. Measure theory is a prerequisite, some prior experience with Markov chains is useful. Last update: Swart Jan, Dr. (14.02.2019)
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