The Art Of Random Walks
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Author | : Andras Telcs |
Publisher | : Springer Science & Business Media |
Total Pages | : 194 |
Release | : 2006-05-17 |
Genre | : Mathematics |
ISBN | : 3540330275 |
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.
Author | : Andras Telcs |
Publisher | : Springer |
Total Pages | : 193 |
Release | : 2006-10-18 |
Genre | : Mathematics |
ISBN | : 3540330283 |
The main aim of this book is to reveal 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 heat diffusion at this general level and discusses the multiplicative Einstein relation; Isoperimetric inequalities; and Heat kernel estimates; Elliptic and parabolic Harnack inequality.
Author | : Frank Spitzer |
Publisher | : Springer Science & Business Media |
Total Pages | : 419 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 1475742290 |
This book is devoted exclusively to a very special class of random processes, namely, to random walk on the lattice points of ordinary Euclidian space. The author considers this high degree of specialization worthwhile because the theory of such random walks is far more complete than that of any larger class of Markov chains. Almost 100 pages of examples and problems are included.
Author | : Guy Fayolle |
Publisher | : Springer Science & Business Media |
Total Pages | : 184 |
Release | : 1999-05-04 |
Genre | : Mathematics |
ISBN | : 9783540650478 |
Promoting original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries, the authors use Using Riemann surfaces and boundary value problems to propose completely new approaches to solve functional equations of two complex variables. These methods can also be employed to characterize the transient behavior of random walks in the quarter plane.
Author | : Gregory F. Lawler |
Publisher | : Springer Science & Business Media |
Total Pages | : 226 |
Release | : 2012-11-06 |
Genre | : Mathematics |
ISBN | : 1461459729 |
A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful concepts for this purpose is that of the random walk which has applications in many areas, particularly in statistical physics and statistical chemistry. Originally published in 1991, Intersections of Random Walks focuses on and explores a number of problems dealing primarily with the nonintersection of random walks and the self-avoiding walk. Many of these problems arise in studying statistical physics and other critical phenomena. Topics include: discrete harmonic measure, including an introduction to diffusion limited aggregation (DLA); the probability that independent random walks do not intersect; and properties of walks without self-intersections. The present softcover reprint includes corrections and addenda from the 1996 printing, and makes this classic monograph available to a wider audience. With a self-contained introduction to the properties of simple random walks, and an emphasis on rigorous results, the book will be useful to researchers in probability and statistical physics and to graduate students interested in basic properties of random walks.
Author | : Lawrence Block |
Publisher | : |
Total Pages | : |
Release | : 2020-09-04 |
Genre | : |
ISBN | : 9781951939908 |
Author | : Howard C. Berg |
Publisher | : Princeton University Press |
Total Pages | : 166 |
Release | : 2018-11-20 |
Genre | : Science |
ISBN | : 1400820022 |
This book is a lucid, straightforward introduction to the concepts and techniques of statistical physics that students of biology, biochemistry, and biophysics must know. It provides a sound basis for understanding random motions of molecules, subcellular particles, or cells, or of processes that depend on such motion or are markedly affected by it. Readers do not need to understand thermodynamics in order to acquire a knowledge of the physics involved in diffusion, sedimentation, electrophoresis, chromatography, and cell motility--subjects that become lively and immediate when the author discusses them in terms of random walks of individual particles.
Author | : Burton G. Malkiel |
Publisher | : W. W. Norton & Company |
Total Pages | : 454 |
Release | : 2007-12-17 |
Genre | : Business & Economics |
ISBN | : 0393330338 |
Updated with a new chapter that draws on behavioral finance, the field that studies the psychology of investment decisions, the bestselling guide to investing evaluates the full range of financial opportunities.
Author | : Asaf Nachmias |
Publisher | : Springer Nature |
Total Pages | : 126 |
Release | : 2019-10-04 |
Genre | : Mathematics |
ISBN | : 3030279685 |
This open access book focuses on the interplay between random walks on planar maps and Koebe’s circle packing theorem. Further topics covered include electric networks, the He–Schramm theorem on infinite circle packings, uniform spanning trees of planar maps, local limits of finite planar maps and the almost sure recurrence of simple random walks on these limits. One of its main goals is to present a self-contained proof that the uniform infinite planar triangulation (UIPT) is almost surely recurrent. Full proofs of all statements are provided. A planar map is a graph that can be drawn in the plane without crossing edges, together with a specification of the cyclic ordering of the edges incident to each vertex. One widely applicable method of drawing planar graphs is given by Koebe’s circle packing theorem (1936). Various geometric properties of these drawings, such as existence of accumulation points and bounds on the radii, encode important probabilistic information, such as the recurrence/transience of simple random walks and connectivity of the uniform spanning forest. This deep connection is especially fruitful to the study of random planar maps. The book is aimed at researchers and graduate students in mathematics and is suitable for a single-semester course; only a basic knowledge of graduate level probability theory is assumed.
Author | : R.L. Weber |
Publisher | : CRC Press |
Total Pages | : 236 |
Release | : 1982-01-01 |
Genre | : Science |
ISBN | : 9780854980406 |
More Random Walks in Science is an anthology of fascinating and frequently amusing anecdotes, quotations, illustrations, articles, and reviews that reflect the more lighthearted aspects of the scientific world and the less serious excursions of the scientific mind. The book is guaranteed to delight anyone who has a professional or amateur interest in science.