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The Art of Random Walks

Download or Read eBook The Art of Random Walks PDF 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.
The Art of Random Walks
Author :
Publisher : Springer Science & Business Media
Total Pages : 194
Release :
ISBN-10 : 9783540330271
ISBN-13 : 3540330275
Rating : 4/5 (71 Downloads)

Book Synopsis The Art of Random Walks by : Andras Telcs

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.


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