The Art of Random Walks

Download or read book The Art of Random Walks written by Andras Telcs and published by Springer Science & Business Media. This book was released on 2006-05-17 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.