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The Art of Random Walks [electronic resource] /by András Telcs.

by Telcs, András [author.]; SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Lecture Notes in Mathematics: 1885Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.Description: VII, 200 p. online resource.ISBN: 9783540330288.Subject(s): Mathematics | Differential equations, partial | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Partial Differential EquationsDDC classification: 519.2 Online resources: Click here to access online
Contents:
Potential theory and isoperimetric inequalities -- Basic definitions and preliminaries -- Some elements of potential theory -- Isoperimetric inequalities -- Polynomial volume growth -- Local theory -- Motivation of the local approach -- Einstein relation -- Upper estimates -- Lower estimates -- Two-sided estimates -- Closing remarks -- Parabolic Harnack inequality -- Semi-local theory.
In: Springer eBooksSummary: 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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QA274-274.9 (Browse shelf) Available
Long Loan MAIN LIBRARY
QA273.A1-274.9 (Browse shelf) Available

Potential theory and isoperimetric inequalities -- Basic definitions and preliminaries -- Some elements of potential theory -- Isoperimetric inequalities -- Polynomial volume growth -- Local theory -- Motivation of the local approach -- Einstein relation -- Upper estimates -- Lower estimates -- Two-sided estimates -- Closing remarks -- Parabolic Harnack inequality -- Semi-local theory.

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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