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The Art of Random Walks: Lecture Notes in Mathematics, cartea 1885

Autor Andras Telcs
en Limba Engleză Paperback – 17 mai 2006
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:
    1. The multiplicative Einstein relation,
    2. Isoperimetric inequalities,
    3. Heat kernel estimates
    4. Elliptic and parabolic Harnack inequality.
 
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Specificații

ISBN-13: 9783540330271
ISBN-10: 3540330275
Pagini: 212
Ilustrații: VII, 200 p.
Dimensiuni: 155 x 235 x 11 mm
Greutate: 0.3 kg
Ediția:2006
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.

Recenzii

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 König, 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 König, Zentralblatt MATH, Vol. 1104 (6), 2007)

Notă biografică

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.

Caracteristici

Includes supplementary material: sn.pub/extras