Gaussian Processes on Trees
From Spin Glasses to Branching Brownian Motion

AUTHOR: Anton Bovier, Rheinische Friedrich-Wilhelms-Universität Bonn



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.

• A comprehensive presentation that will help graduates to enter this active area of research
• Elucidates connections between extreme value theory, statistical mechanics of spin glasses, and branching Brownian motion (BBM)
• Summarises a large body of work on BBM

Table of Contents

1. Extreme value theory for iid sequences
2. Extremal processes
3. Normal sequences
4. Spin glasses
5. Branching Brownian motion
6. Bramson's analysis of the F-KPP equation
7. The extremal process of BBM
8. Full extremal process
9. Variable speed BBM
References
Index.



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