The Art of Random Walks (Lecture Notes in Mathematics)

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9783540330271: The Art of Random Walks (Lecture Notes in Mathematics)

The main aim of this book is to reveal 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 heat diffusion at this general level and discusses the multiplicative Einstein relation; Isoperimetric inequalities; and Heat kernel estimates; Elliptic and parabolic Harnack inequality.

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About the Author:

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.

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"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)

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