Lecture Notes in Mathematics

The Art of Random Walks

Authors: Telcs, Andras

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About this book

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.

 

About the authors

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.

Reviews

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)


Table of contents (13 chapters)

Table of contents (13 chapters)
  • Introduction

    Pages 1-6

  • Basic definitions and preliminaries

    Pages 7-21

  • Some elements of potential theory

    Pages 25-47

  • Isoperimetric inequalities

    Pages 49-60

  • Polynomial volume growth

    Pages 61-67

Buy this book

eBook $54.99
price for USA in USD (gross)
  • ISBN 978-3-540-33028-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA in USD
  • ISBN 978-3-540-33027-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
The Art of Random Walks
Authors
Series Title
Lecture Notes in Mathematics
Series Volume
1885
Copyright
2006
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-33028-8
DOI
10.1007/b134090
Softcover ISBN
978-3-540-33027-1
Series ISSN
0075-8434
Edition Number
1
Number of Pages
VII, 200
Topics