The Art of Random Walks
Publication year: 2006
ISBN: 978-3-540-33028-8
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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.
Subject: Mathematics and Statistics, Brownian motion, diffusion, heat kernel, isoperimetric inequalities, random walk, reversible Markov chain
