The Art of Random Walks

2006
ISBN: 978-3-540-33027-1
Verlag: Springer Berlin Heidelberg

Buch, Englisch, Band 1885, 200 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 330 g

Reihe: Lecture Notes in Mathematics

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 estimates

- Elliptic and parabolic Harnack inequality.

Zielgruppe

Research

Autoren/Hrsg.

Telcs, Andras

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

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.

Über Autor(innen)

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.