Most probability problems involve random variables indexed by space and/or time. These problems almost always have a version in which space and/or time are taken to be discrete. This volume deals with areas in which the discrete version is more natural than the continuous one, perhaps even the only one than can be formulated without complicated constructions and machinery.
The 5 papers of this volume discuss problems in which there has been significant progress in the last few years; they are motivated by, or have been developed in parallel with, statistical physics. They include questions about asymptotic shape for stochastic growth models and for random clusters; existence, location and properties of phase transitions; speed of convergence to equilibrium in Markov chains, and in particular for Markov chains based on models with a phase transition; cut-off phenomena for random walks.
The articles can be read independently of each other. Their unifying theme is that of models built on discrete spaces or graphs. Such models are often easy to formulate. Correspondingly, the book requires comparatively little previous knowledge of the machinery of probability.

1st volume of a new probability subseries of EMS under the editorship of A.-S. Sznitman (ETH Zurich) and S.R.S. Varadhan (NYU) Written by outstanding probabilists who are professors at well-known universities in the US and Europe Includes supplementary material: sn.pub/extras

Inhalt
The Objective Method: Probabilistic Combinatorial Optimization and Local Weak Convergence.- The Random-Cluster Model.- Models of First-Passage Percolation.- Relaxation Times of Markov Chains in Statistical Mechanics and Combinatorial Structures.- Random Walks on Finite Groups.