The Art of Random Walks

Andras Telcs

ISBN 10: 3540330275 / ISBN 13: 9783540330271

Published by Springer, Springer Vieweg Mai 2006, 2006

About this Item

This item is printed on demand - Print on Demand Titel. Neuware -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 relationIsoperimetric inequalitiesHeat kernel estimatesElliptic and parabolic Harnack inequality.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 212 pp. Englisch.

Seller Inventory # 9783540330271

Bibliographic Details

• Title: The Art of Random Walks
• Publisher: Springer, Springer Vieweg Mai 2006
• Publication Date: 2006
• Language: English
• ISBN 10: 3540330275
• ISBN 13: 9783540330271
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 12D millimeters 235 millimeters width by 155 millimeters height by 12 millimeters depth
• Weight: 330 grams

About this title

Synopsis

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 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.