WorldCat Identities

Grimmett, Geoffrey

Works: 39 works in 317 publications in 2 languages and 5,191 library holdings
Genres: Conference proceedings  Textbooks 
Roles: Editor, Creator
Classifications: QA273, 519.2
Publication Timeline
Publications about  Geoffrey Grimmett Publications about Geoffrey Grimmett
Publications by  Geoffrey Grimmett Publications by Geoffrey Grimmett
Most widely held works by Geoffrey Grimmett
Probability and random processes by Geoffrey Grimmett ( Book )
107 editions published between 1982 and 2009 in English and Undetermined and held by 1,510 WorldCat member libraries worldwide
This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions
Percolation by Geoffrey Grimmett ( Book )
24 editions published between 1989 and 2011 in English and Undetermined and held by 758 WorldCat member libraries worldwide
Percolation theory is the study of an idealized random medium in two or more dimensions. It is a cornerstone of the theory of spatial stochastic processes with applications in such fields as statistical physics, epidemiology, and the spread of populations. Percolation plays a pivotal role in studying more complex systems exhibiting phase transition. The mathematical theory is mature, but continues to give rise to problems of special beauty and difficulty. The emphasis of this book is upon core mathematical material and the presentation of the shortest and most accessible proofs. The book is intended for graduate students and researchers in probability and mathematical physics. Almost no specialist knowledge is assumed beyond undergraduate analysis and probability. This new volume differs substantially from the first edition through the inclusion of much new material, including: the rigorous theory of dynamic and static renormalization; a sketch of the lace expansion and mean field theory; the uniqueness of the infinite cluster; strict inequalities between critical probabilities; several essays on related fields and applications; numerous other results of significant. There is a summary of the hypotheses of conformal invariance. A principal feature of the process is the phase transition. The subcritical and supercritical phases are studied in detail. There is a guide for mathematicians to the physical theory of scaling and critical exponents, together with selected material describing the current state of the rigorous theory. To derive a rigorous theory of the phase transition remains an outstanding and beautiful problem of mathematics
The random-cluster model by Geoffrey Grimmett ( )
23 editions published between 1994 and 2009 in English and German and held by 635 WorldCat member libraries worldwide
"The random-cluster model has emerged in recent years as a key tool in the mathematical study of ferromagnetism. It may be viewed as an extension of percolation to include Ising and Potts models, and its analysis is a mix of arguments from probability and geometry. This systematic study includes accounts of the subcritical and supercritical phases, together with clear statements of important open problems. There is an extensive treatment of the first-order (discontinuous) phase transition, as well as a chapter devoted to applications of the random-cluster method to other models of statistical physics."--Jacket
Probability : an introduction by Geoffrey Grimmett ( Book )
25 editions published between 1986 and 2009 in English and Undetermined and held by 427 WorldCat member libraries worldwide
One thousand exercises in probability by Geoffrey Grimmett ( Book )
27 editions published between 2001 and 2011 in English and Undetermined and held by 376 WorldCat member libraries worldwide
This is an updated and greatly expanded version of an already well-established and popular exercise manual. It provides a wide-ranging selection of illuminating, informative and entertaining problems, together with their solution.Topics include modelling and many applications of probability theory, as well as theoretical aspects. There are questions at all ability levels, the majority being of elementary or intermediate standard.Well suited as a stand alone problems and solutions manual, it also is the companion volume for
Probability on graphs : random processes on graphs and lattices by Geoffrey Grimmett ( Book )
17 editions published between 2010 and 2011 in English and held by 357 WorldCat member libraries worldwide
Inspiration and provocation from a master expositor, taking you to the heart of contemporary probability
Lecture on probability theory and statistics : Ecole d'eté de probabilités de Saint-Flour XXVI - 1996 by Evarist Giné ( Book )
14 editions published between 1996 and 1997 in English and held by 348 WorldCat member libraries worldwide
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Disorder in physical systems : a volume in honour of John M. Hammersley on the occasion of his 70th birthday ( Book )
3 editions published in 1990 in English and held by 214 WorldCat member libraries worldwide
Combinatorics, complexity, and chance : a tribute to Dominic Welsh by Geoffrey Grimmett ( Book )
17 editions published between 2007 and 2009 in English and held by 214 WorldCat member libraries worldwide
Professor Dominic Welsh has made significant contributions to the fields of combinatorics and discrete probability, including matroids, complexity, and percolation. This volume summarises and reviews the consistent themes from his work through a series of articles written by renowned experts
Probability and phase transition by Geoffrey Grimmett ( Book )
5 editions published between 1994 and 2011 in English and held by 143 WorldCat member libraries worldwide
This volume describes the current state of knowledge of random spatial processes, particularly those arising in physics. The emphasis is on survey articles which describe areas of current interest to probabilists and physicists working on the probability theory of phase transition. Special attention is given to topics deserving further research. The principal contributions by leading researchers concern the mathematical theory of random walk, interacting particle systems, percolation, Ising and Potts models, spin glasses, cellular automata, quantum spin systems, and metastability. The level of presentation and review is particularly suitable for postgraduate and postdoctoral workers in mathematics and physics, and for advanced specialists in the probability theory of spatial disorder and phase transition
Optimal stopping rules by Alʹbert Nikolaevich Shiri︠a︡ev ( )
10 editions published in 2008 in English and held by 39 WorldCat member libraries worldwide
Although three decades have passed since first publication of this book reprinted now as a result of popular demand, the content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The "ground floor" of Optimal Stopping Theory was constructed by A.Wald in his sequential analysis in connection with the testing of statistical hypotheses by non-traditional (sequential) methods. It was later discovered that these methods have, in idea, a close connection to the general theory of stochastic optimization for random processes. The area of application of the Optimal Stopping Theory is very broad. It is sufficient at this point to emphasise that its methods are well tailored to the study of American (-type) options (in mathematics of finance and financial engineering), where a buyer has the freedom to exercise an option at any stopping time. In this book, the general theory of the construction of optimal stopping policies is developed for the case of Markov processes in discrete and continuous time. One chapter is devoted specially to the applications that address problems of the testing of statistical hypotheses, and quickest detection of the time of change of the probability characteristics of the observable processes. The author, A.N.Shiryaev, is one of the leading experts of the field and gives an authoritative treatment of a subject that, 30 years after original publication of this book, is proving increasingly important
Percolatio by Geoffrey Grimmett ( Book )
1 edition published in 1989 in English and held by 29 WorldCat member libraries worldwide
Lectures on probability theory and statistics : Ecole d'été de probabilités de Saint-Flour XXVIII, 1998 by Michel Emery ( Book )
1 edition published in 1997 in English and held by 27 WorldCat member libraries worldwide
This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during 17th Aug. - 3rd Sept. 1998. The contents of the three courses are the following: - Continuous martingales on differential manifolds. - Topics in non-parametric statistics. - Free probability theory. The reader is expected to have a graduate level in probability theory and statistics. This book is of interest to PhD students in probability and statistics or operators theory as well as for researchers in all these fields. The series of lecture notes from the Saint-Flour Probability Summer School can be considered as an encyclopedia of probability theory and related fields
Disorder in physical systems ( Book )
6 editions published in 1990 in English and held by 22 WorldCat member libraries worldwide
Percolation theory at Saint-Flour by Geoffrey Grimmett ( Book )
6 editions published in 2012 in English and held by 18 WorldCat member libraries worldwide
Mathematics of multiscale materials by Kenneth M Golden ( )
2 editions published in 1998 in English and held by 9 WorldCat member libraries worldwide
Polycrystalline metals, porous rocks, colloidal suspensions, epitaxial thin films, gels, foams, granular aggregates, sea ice, shape-memory metals, magnetic materials, and electro-rheological fluids are all examples of materials where an understanding of the mathematics on the different length scales is a key to interpreting their physical behavior. In their analysis of these media, scientists coming from a number of disciplines have encountered similar mathematical problems, yet it is rare for researchers in the various fields to meet. The 1995-1996 program at the Institute for Mathematics and its Applications was devoted to Mathematical Methods in Material Science, and was attended by materials scientists, physicists, geologists, chemists engineers, and mathematicians. The present volume contains chapters which have emerged from four of the workshops held during the year, focusing on the following areas: Disordered Materials; Interfaces and Thin Films; Mechanical Response of Materials from Angstroms to Meters; and Phase Transformation, Composite Materials and Microstructure. The scales treated in these workshops ranged from the atomic to the microstructural to the macroscopic, the microstructures from ordered to random, and the treatments from "purely" theoretical to the highly applied. Taken together, these works form a compelling and broad account of many aspects of the science of multiscale materials, and will hopefully inspire research across the self-imposed barriers of twentieth century science
Fundamentals of stochastic filtering by Alan Bain ( )
3 editions published between 2008 and 2009 in English and held by 8 WorldCat member libraries worldwide
The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient
Lectures on Probability Theory and Statistics Ecole dEt de Probabilit s de Saint-Flour XXVI-1996 ( )
1 edition published in 1997 in English and held by 7 WorldCat member libraries worldwide
An Introduction by Geoffrey Grimmett ( Book )
1 edition published in 1986 in English and held by 5 WorldCat member libraries worldwide
A concise introduction to probability and random processes at first-degree level with exercises and problems
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Audience level: 0.74 (from 0.00 for An Introdu ... to 0.93 for Probabilit ...)
Alternative Names
Grimmett, G.
Grimmett, G. 1950-
Grimmett, G. R.
Grimmett, G. R. 1950-
Grimmett, G. R. (Geoffrey R.)
Grimmett, Geoffrey
Grimmett, Geoffrey R.
Grimmett, Geoffrey R. 1950-
English (288)
German (1)