Art of Random Walks

Häftad, Engelska, 2006

Del 1885 i serien Lecture Notes in Mathematics

534 kr

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Beskrivning

Einstein proved that the mean square displacement of Brownian motion is proportional to time. He also proved that the diffusion constant depends on the mass and on the conductivity (sometimes referred to Einstein’s relation). The main aim of this book is to reveal similar connections between the physical and geometric properties of space and diffusion. This is done in the context of random walks in the absence of algebraic structure, local or global spatial symmetry or self-similarity. The author studies the heat diffusion at this general level and discusses the following topics:The multiplicative Einstein relation,Isoperimetric inequalities,Heat kernel estimatesElliptic and parabolic Harnack inequality.

Produktinformation

Utgivningsdatum:2006-05-17
Mått:155 x 235 x 12 mm
Vikt:330 g
Format:Häftad
Språk:Engelska
Serie:Lecture Notes in Mathematics
Antal sidor:200
Upplaga:2006
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540330271

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Mer om författaren

András Telcs is associated professor of the Budapest University of Technology. Formerly he taught statistics in business schools as well as worked for major libraries. His main research interests are random walks, discrete potential theory, active on different application of probability and statistics.

Recensioner i media

From the reviews: "This book studies random walks on countable infinite connected weighted graphs, with particular emphasis on fractal graphs like the Sierpinski triangular graph or the weighted Vicsek tree. ... The book is intended to be self-contained and accessible to graduate and Ph.D. students. It contains a wealth of references, also on various aspects of random walks not covered by the text." (Wolfgang Konig, Mathematical Reviews, Issue 2007 d) "This book studies random walks on countable infinite connected weighted graphs, with particular emphasis on fractal graphs like the Sierpinski triangular graph or the weighted Vicsek tree. ... The book is intended to be self-contained and accessible to graduate and PhD students. It contains a wealth of references, also on various aspects of random walks not covered by the text. At the end of the book a list of some dozens of types of inequalities appear that are introduced in the book" (Wolfgang Konig, Zentralblatt MATH, Vol. 1104 (6), 2007)

Innehållsförteckning

Potential theory and isoperimetric inequalities.- Basic definitions and preliminaries.- Some elements of potential theory.- Isoperimetric inequalities.- Polynomial volume growth.- Local theory.- Motivation of the local approach.- Einstein relation.- Upper estimates.- Lower estimates.- Two-sided estimates.- Closing remarks.- Parabolic Harnack inequality.- Semi-local theory.