The Art of Random Walks

The Art of Random Walks

András Telcs (auth.)
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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.

Категории:
Година:
2006
Издание:
1
Издателство:
Springer-Verlag Berlin Heidelberg
Език:
english
Страници:
200
ISBN 10:
3540330275
ISBN 13:
9782006922869
Серия:
Lecture Notes in Mathematics 1885
Файл:
DJVU, 982 KB
IPFS:
CID , CID Blake2b
english, 2006
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