ENGLISH

The art of random walks

By Andras Telcs

Book information

Publisher
Springer
Year
2006
ISBN
9783540330271, 3-540-33027-5
ISSN
0075-8434
Open Library ID
OL17176376M
Language
english
Format
DJVU
Filesize
932 kB (954743 bytes)
Series
Lecture notes in mathematics, 1885
Edition
1
Pages
191\191
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11

Description

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.

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