Skip to main content

Laudatio: The Mathematical Work of Jürgen Gärtner

  • Conference paper
  • First Online:
Probability in Complex Physical Systems

Part of the book series: Springer Proceedings in Mathematics ((PROM,volume 11))

  • 931 Accesses

Abstract

Over the past 35 years, Jürgen Gärtner has made seminal contributions to probability theory and analysis. In this brief laudatio, I describe what I consider to be his five most important lines of research: (1) Gärtner-Ellis large deviation principle; (2) Kolmogorov–Petrovskii–Piskunov equation; (3) Dawson–Gärtner projective limit large deviation principle; (4) McKean–Vlasov equation; (5) Parabolic Anderson model. Each of these lines is placed in its proper context, but no attempt is made to fully trace the literature. What characterizes the papers of Jürgen is that they all deal with hard fundamental problems requiring a delicate combination of probabilistic and analytic techniques. A red thread through his work is the symbiosis of large deviation theory and potential theory, which he masterfully combines to reach powerful and elegant solutions.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 149.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Aronson, D.G., Weinberger, H.F.: Multidimensional nonlinear diffusion arising in population genetics. Adv. Math. 30, 33–76 (1978)

    Article  MathSciNet  MATH  Google Scholar 

  2. Ben Arous, G., Brunaud, M.: Methode de Laplace: étude variationnelle des fluctuations de diffusions de type champ moyen. Stochastics 31–32, 79–144 (1990)

    MathSciNet  Google Scholar 

  3. Ben Arous, G., Guionnet, A.: Large deviations for Langevin spin glass dynamics. Probab. Theory Relat. Fields 102, 455–509 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  4. Ben Arous, G., Guionnet, A.: Symmetric Langevin spin glass dynamics. Ann. Probab. 25, 1367–1422 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  5. Bramson, M.D: Maximal displacement of branching Brownian motion. Comm. Pure Appl. Math. 31, 531–582 (1978)

    Google Scholar 

  6. Carmona, R.A., Molchanov, S.A.: Parabolic Anderson Problem and Intermittency, AMS Memoir 518. American Mathematical Society, Providence RI (1994)

    Google Scholar 

  7. Dai Pra, P., den Hollander, F.: McKean–Vlasov limit for interacting random processes in random media. J. Stat. Phys. 84, 735–772 (1996)

    Article  MATH  Google Scholar 

  8. Dawson, D.A., Gärtner, J.: Large deviations from the McKean–Vlasov limit for weakly interacting diffusions. Stochastics 20, 247–308 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  9. Dawson, D.A., Gärtner, J.: On the McKean–Vlasov limit for interacting diffusions. Math. Nachr. 137, 197–248 (1988)

    Article  MathSciNet  Google Scholar 

  10. Dawson, D.A., Gärtner, J.: Large deviations, free energy functional and quasi-potential for a mean-field model of interacting diffusions. Mem. Amer. Math. Soc. 78 (398), iv+94 (1989)

    Google Scholar 

  11. Dawson, D.A., Gärtner, J.: Multilevel large deviations and interacting diffusions. Probab. Theory Related Fields 98, 423–487 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  12. Dawson, D.A., Gärtner, J.: Analytic aspects of multilevel large deviations. In: Asymptotic Methods in Probability and Statistics, Ottawa, ON, 1997, pp. 401–440. North-Holland, Amsterdam (1998)

    Google Scholar 

  13. Dawson, D.A., Greven, A.: Hierarchical models of interacting diffusions: multiple time scales, phase transitions and cluster-formation. Probab. Theory Relat. Fields 96, 435–473 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  14. Dawson, D.A., Greven, A.: Multiple scale analysis of interacting diffusions. Probab. Theory Relat. Fields 95, 467–508 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  15. Dembo, A., Zeitouni, O.: Large Deviations Techniques and Applications, 2nd edn. Springer, New York (1998)

    Book  MATH  Google Scholar 

  16. Donsker, M.D., Varadhan, S.R.S.: Asymptotic evaluation of certain Markov process expectations for large time. Comm. Pure Appl. Math. 28, 1–47 (Part II) and 279–301 (Part III) (1975)

    Google Scholar 

  17. Ellis, R.S.: Large deviations from a general class of random vectors. Ann. Probab. 12, 1–12 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  18. Freidlin, M.I.: Wave Front Propagation for KPP Type Equations, Surveys in Applied Mathematics, vol. 2, pp. 1–62. Plenum, New York (1995)

    Google Scholar 

  19. Freidlin, M.I., Gärtner, J.: The propagation of concentration waves in periodic and random media. (Russian) Dokl. Akad. Nauk SSSR 249, 521–525 (1979)

    Google Scholar 

  20. Freidlin, M.I., Wentzell, A.D.: Random Perturbations of Dynamical Systems, 2nd edn. Grundlehren der Mathematischen Wissenschaften 260. Springer, New York (1998)

    Google Scholar 

  21. Gärtner, J.: Large deviation theorems for a class of random processes. (Russian) Teor. Verojatnost. i Primenen 21, 95–106 (1976)

    Google Scholar 

  22. Gärtner, J.: On large deviations from an invariant measure. (Russian) Teor. Verojatnost. i Primenen 22, 27–42 (1977)

    Google Scholar 

  23. Gärtner, J.: Location of wave fronts for the multi-dimensional KPP equation and Brownian first exit densities. Math. Nachr. 105, 317–351 (1982)

    Article  MathSciNet  MATH  Google Scholar 

  24. Gärtner, J.: On the McKean–Vlasov limit for interacting diffusions. Math. Nachr. 137, 197–248 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  25. Gärtner, J., König, W.: The parabolic Anderson model. In: Deuschel, J.-D., Greven, A. (eds.) Interacting Stochastic Systems, pp. 153–179. Springer, Berlin (2005)

    Chapter  Google Scholar 

  26. Gärtner, J., Molchanov, S.A.: Parabolic problems for the Anderson Hamiltonian. I. Intermittency and related topics. Comm. Math. Phys. 132, 613–655 (1990)

    Article  MATH  Google Scholar 

  27. Gärtner, J., Molchanov, S.A.: Parabolic problems for the Anderson Hamiltonian. II. Second-order asymptotics and structure of high peaks. Probab. Theory Relat. Fields 111, 17–55 (1998)

    Article  MATH  Google Scholar 

  28. Gärtner, J., König, W., Molchanov, S.A.: Geometric characterization of intermittency in the parabolic Anderson model. Ann. Probab. 35, 439–499 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  29. Gärtner, J., den Hollander, F., Maillard, G.: Intermittency on catalysts. In: Blath, J., Mörters, P., Scheutzow, M. (eds.) Trends in Stochastic Analysis, London Mathematical Society Lecture Note Series 353, pp. 235–248. Cambridge University Press, Cambridge (2009)

    Chapter  Google Scholar 

  30. Grunwald, M.: Sanov results for Glauber spin-glass dynamics. Probab. Theory Relat. Fields 106, 187–232 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  31. den Hollander, F.: Renormalization of interacting diffusions: a program and four examples. In: Operator Theory, Advances and Applications, vol. 168. Partial Differential Equations and Functional Analysis: The Philippe Clément Festschrift, pp. 123–136. Birkhäuser, Basel (2006)

    Google Scholar 

  32. Kolmogorov, A.N., Petrovskii, I.G., Piskunov, N.S.: Etude de l’équation de la diffusion avec croissance de la quantité de matière et son application à un problème biologique. Bulletin Université d’ Etat à Moscou (Bjul. Moskowskogo Gos. Univ.), Série Internationale, Section A 1, 1–26 (1937)

    Google Scholar 

  33. McKean, H.P.: Application of Brownian motion to the equation of Kolmogorov-Petrovskii-Piskunov. Comm. Pure Appl. Math. 28, 323–331 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  34. McKean, H.P.: A correction to Application of Brownian motion to the equation of Kolmogorov-Petrovskii-Piskunov. Comm. Pure Appl. Math. 29, 553–554 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  35. Sznitman, A.-S.: Equations de type de Boltzmann spatialement homogenès. Z. Wahrsch. verw. Gebiete 66, 559–592 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  36. Sznitman, A.-S.: Nonlinear reflecting diffusion processes, and the propogation of chaos and fluctuations associated. J. Funct. Anal. 56, 311–336 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  37. Sznitman, A.-S.: Brownian Motion, Obstacles and Random Media. Springer, Berlin (1998)

    MATH  Google Scholar 

  38. Uchiyama, K.: Brownian first exit from and sojourn over one sided moving boundary and application. Z. Wahrsch. verw. Gebiete 54, 75–116 (1980)

    Article  MathSciNet  MATH  Google Scholar 

  39. Varadhan, S.R.S.: Large Deviations and Applications. CBMS-NSF Regional Conference Series in Appl. Math., vol. 46. SIAM, Philadelphia (1984)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Frank den Hollander .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

den Hollander, F. (2012). Laudatio: The Mathematical Work of Jürgen Gärtner. In: Deuschel, JD., Gentz, B., König, W., von Renesse, M., Scheutzow, M., Schmock, U. (eds) Probability in Complex Physical Systems. Springer Proceedings in Mathematics, vol 11. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-23811-6_1

Download citation

Publish with us

Policies and ethics