ENGLISH

The Art of Random Walks

By András Telcs (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2006
ISBN
3540330275, 9783540330271, 2006922866
DOI
10.1007/b134090
Open Library ID
OL17176376M
Language
english
Format
DJVU
Filesize
982 kB (1005447 bytes)
Series
Lecture Notes in Mathematics 1885
Edition
1
Pages
200\191
Time added
2010-02-18 13:16:04
Probability Theory and Stochastic Processes; Parti

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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