Interacting Particle Systems

At what point in the development of a new field should a book be written about it? This question is seldom easy to answer. In the case of interacting particle systems, important progress continues to be made at a substantial pace. A number of problems which are nearly as old as the subject itself remain open, and new problem areas continue to arise and develop. Thus one might argue that the time is not yet ripe for a book on this subject. On the other hand, this field is now about fifteen years old. Many important of several basic models is problems have been solved and the analysis almost complete. The papers written on this subject number in the hundreds. It has become increasingly difficult for newcomers to master the proliferating literature, and for workers in allied areas to make effective use of it. Thus I have concluded that this is an appropriate time to pause and take stock of the progress made to date. It is my hope that this book will not only provide a useful account of much of this progress, but that it will also help stimulate the future vigorous development of this field.

This book has been long awaited in the "interacting particle systems" community. Begun by Claude Kipnis before his untimely death, it was completed by Claudio Landim, his most brilliant student and collaborator. It presents the techniques used in the proof of the hydrodynamic behavior of interacting particle systems.

Interactive particle systems is a branch of probability theory with close connections to mathematical physics and mathematical biology. This book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. It explains and develops many of the most useful techniques in the field.

This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.

The dynamics of infinite classical lattice systems has been considered and has led to the study of the properties of ergodicity and convergence to equilibrium of a new class of Markov semigroups. Quantum analogues of these semigroups have also been considered. However, the problem of deriving these Markovian semigroups and, what is much more interesting, the associated stochastic flows, as limits of Hamiltonian systems, rather than postulating their form on a phenomenological basis, is essentially open both in the classical case and in the quantum case. This book presents a conjecture that, by coupling a quantum spin system in finite volume to a quantum field via a suitable interaction, applying the stochastic golden rule and taking the thermodynamic limit, one may obtain a class of quantum flows which, when restricted to an appropriate Abelian subalgebra, gives rise to the classical interacting particle systems studied in classical statistical mechanics.

Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples.

This book deals with one of the fundamental problems of nonequilibrium statistical mechanics: the explanation of large-scale dynamics (evolution differential equations) from models of a very large number of interacting particles. This book addresses both researchers and students. Much of the material presented has never been published in book-form before.