publication . Doctoral thesis . Other literature type . 2019

Large Deviations of Convex Hulls of Random Walks and Other Stochastic Models

Schawe, Hendrik;
Open Access English
  • Published: 19 Mar 2019
Abstract
In the thesis at hand Monte Carlo methods originating from statistical<br> physics are applied to study various problems in far more detail than<br> before. While all those problems have in common that they were up to<br> now mainly studied in regards to the mean values of some observable, in<br> this thesis the full distribution including very rare events with<br> probabilities in the order of 10<sup>-100</sup> and smaller are obtained and<br> discussed. The first and largest project of this thesis is about the distribution<br> of the volume and surface of the convex hulls around the traces of<br> random walks. The first part of this project looks at the hulls ...
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Doctoral thesis . 2019
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Other literature type . 2019
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Other literature type . 2019
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Other literature type . 2019
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