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The art of random walks

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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: The multiplicative Einstein relation, Isoperimetric inequalities, Heat kernel estimates Elliptic and parabolic Harnack inequality.

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The art of random walks, András Telcs

Jazyk
Rok vydania
2006
Väzba
(mäkká)
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Titul
The art of random walks
Jazyk
anglicky
Vydavateľ
Springer
Rok vydania
2006
Väzba
mäkká
ISBN10
3540330275
ISBN13
9783540330271
Série
Štítky
Anotácia
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.