The Art of Random Walks

Telcs, Andras

ISBN 10: 3540330275 / ISBN 13: 9783540330271

Published by Springer, 2006

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Bibliographic Details

• Title: The Art of Random Walks
• Publisher: Springer
• Publication Date: 2006
• Language: English
• ISBN 10: 3540330275
• ISBN 13: 9783540330271
• Binding: Soft cover
• Condition: Brand New

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.