ENGLISH

The Art of Random Walks

By András Telcs (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2006
ISBN
1402084307, 9781402084300
DOI
10.1007/b134090
Language
english
Format
PDF
Filesize
3 MB (2878624 bytes)
Series
Lecture Notes in Mathematics 1885
Edition
1
Pages
200\192
Topic
Physics
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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