Random Walks and Heat Kernels on Graphs

Random Walks and Heat Kernels on Graphs PDF Author: Martin T. Barlow
Publisher: Cambridge University Press
ISBN: 1108124593
Category : Mathematics
Languages : en
Pages : 239

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Book Description
This introduction to random walks on infinite graphs gives particular emphasis to graphs with polynomial volume growth. It offers an overview of analytic methods, starting with the connection between random walks and electrical resistance, and then proceeding to study the use of isoperimetric and Poincaré inequalities. The book presents rough isometries and looks at the properties of a graph that are stable under these transformations. Applications include the 'type problem': determining whether a graph is transient or recurrent. The final chapters show how geometric properties of the graph can be used to establish heat kernel bounds, that is, bounds on the transition probabilities of the random walk, and it is proved that Gaussian bounds hold for graphs that are roughly isometric to Euclidean space. Aimed at graduate students in mathematics, the book is also useful for researchers as a reference for results that are hard to find elsewhere.

Random Walks and Heat Kernels on Graphs

Random Walks and Heat Kernels on Graphs PDF Author: Martin T. Barlow
Publisher: Cambridge University Press
ISBN: 1108124593
Category : Mathematics
Languages : en
Pages : 239

Get Book

Book Description
This introduction to random walks on infinite graphs gives particular emphasis to graphs with polynomial volume growth. It offers an overview of analytic methods, starting with the connection between random walks and electrical resistance, and then proceeding to study the use of isoperimetric and Poincaré inequalities. The book presents rough isometries and looks at the properties of a graph that are stable under these transformations. Applications include the 'type problem': determining whether a graph is transient or recurrent. The final chapters show how geometric properties of the graph can be used to establish heat kernel bounds, that is, bounds on the transition probabilities of the random walk, and it is proved that Gaussian bounds hold for graphs that are roughly isometric to Euclidean space. Aimed at graduate students in mathematics, the book is also useful for researchers as a reference for results that are hard to find elsewhere.

Heat Kernels and Analysis on Manifolds, Graphs, and Metric Spaces

Heat Kernels and Analysis on Manifolds, Graphs, and Metric Spaces PDF Author: Pascal Auscher
Publisher: American Mathematical Soc.
ISBN: 0821833839
Category : Mathematics
Languages : en
Pages : 434

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Book Description
This volume contains the expanded lecture notes of courses taught at the Emile Borel Centre of the Henri Poincare Institute (Paris). In the book, leading experts introduce recent research in their fields. The unifying theme is the study of heat kernels in various situations using related geometric and analytic tools. Topics include analysis of complex-coefficient elliptic operators, diffusions on fractals and on infinite-dimensional groups, heat kernel and isoperimetry on Riemannian manifolds, heat kernels and infinite dimensional analysis, diffusions and Sobolev-type spaces on metric spaces, quasi-regular mappings and $p$-Laplace operators, heat kernel and spherical inversion on $SL 2(C)$, random walks and spectral geometry on crystal lattices, isoperimetric and isocapacitary inequalities, and generating function techniques for random walks on graphs. This volume is suitable for graduate students and research mathematicians interested in random processes and analysis on manifolds.

Heat Kernel Estimates for Symmetric Random Walks on a Class of Fractal Graphs and Stability Under Rough Isometries

Heat Kernel Estimates for Symmetric Random Walks on a Class of Fractal Graphs and Stability Under Rough Isometries PDF Author: Ben M. Hambly
Publisher:
ISBN:
Category : Fractals
Languages : en
Pages : 26

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Book Description
Abstract: "We examine a class of fractal graphs which arise from a subclass of finitely ramified fractals. The two-sided heat kernel estimates for these graphs are obtained in terms of an effective resistance metric and they are best possible up to constants. If the graph has symmetry, these estimates can be expressed as the usual Gaussian or sub-Gaussian estimates. However, without symmetry, the off-diagonal terms show different decay in different directions. We also discuss the stability of the sub-Gaussian heat kernel estimates under rough isometries."

Spectral Graph Theory

Spectral Graph Theory PDF Author: Fan R. K. Chung
Publisher: American Mathematical Soc.
ISBN: 0821803158
Category : Eigenvalues
Languages : en
Pages : 228

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Book Description
This text discusses spectral graph theory.

Random Walks on Disordered Media and their Scaling Limits

Random Walks on Disordered Media and their Scaling Limits PDF Author: Takashi Kumagai
Publisher: Springer
ISBN: 331903152X
Category : Mathematics
Languages : en
Pages : 155

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Book Description
In these lecture notes, we will analyze the behavior of random walk on disordered media by means of both probabilistic and analytic methods, and will study the scaling limits. We will focus on the discrete potential theory and how the theory is effectively used in the analysis of disordered media. The first few chapters of the notes can be used as an introduction to discrete potential theory. Recently, there has been significant progress on the theory of random walk on disordered media such as fractals and random media. Random walk on a percolation cluster(‘the ant in the labyrinth’)is one of the typical examples. In 1986, H. Kesten showed the anomalous behavior of a random walk on a percolation cluster at critical probability. Partly motivated by this work, analysis and diffusion processes on fractals have been developed since the late eighties. As a result, various new methods have been produced to estimate heat kernels on disordered media. These developments are summarized in the notes.

Random Walks on Infinite Graphs and Groups

Random Walks on Infinite Graphs and Groups PDF Author: Wolfgang Woess
Publisher: Cambridge University Press
ISBN: 0521552923
Category : Mathematics
Languages : en
Pages : 350

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Book Description
The main theme of this book is the interplay between the behaviour of a class of stochastic processes (random walks) and discrete structure theory. The author considers Markov chains whose state space is equipped with the structure of an infinite, locally finite graph, or as a particular case, of a finitely generated group. The transition probabilities are assumed to be adapted to the underlying structure in some way that must be specified precisely in each case. From the probabilistic viewpoint, the question is what impact the particular type of structure has on various aspects of the behaviour of the random walk. Vice-versa, random walks may also be seen as useful tools for classifying, or at least describing the structure of graphs and groups. Links with spectral theory and discrete potential theory are also discussed. This book will be essential reading for all researchers working in stochastic process and related topics.

Heat Kernel and Analysis on Manifolds

Heat Kernel and Analysis on Manifolds PDF Author: Alexander Grigoryan
Publisher: American Mathematical Soc.
ISBN: 0821849352
Category : Mathematics
Languages : en
Pages : 504

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Book Description
"This volume contains the expanded lecture notes of courses taught at the Emile Borel Centre of the Henri Poincaré Institute (Paris). In the book, leading experts introduce recent research in their fields. The unifying theme is the study of heat kernels in various situations using related geometric and analytic tools. Topics include analysis of complex-coefficient elliptic operators, diffusions on fractals and on infinite-dimensional groups, heat kernel and isoperimetry on Riemannian manifolds, heat kernels and infinite dimensional analysis, diffusions and Sobolev-type spaces on metric spaces, quasi-regular mappings and p -Laplace operators, heat kernel and spherical inversion on SL 2 (C) , random walks and spectral geometry on crystal lattices, isoperimetric and isocapacitary inequalities, and generating function techniques for random walks on graphs."--Publisher's website.

The Art of Random Walks

The Art of Random Walks PDF Author: Andras Telcs
Publisher: Springer Science & Business Media
ISBN: 3540330275
Category : Mathematics
Languages : en
Pages : 194

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Book Description
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.

Fractal Geometry and Applications: A Jubilee of Benoit Mandelbrot

Fractal Geometry and Applications: A Jubilee of Benoit Mandelbrot PDF Author: Michel Laurent Lapidus
Publisher: American Mathematical Soc.
ISBN: 0821836382
Category : Mathematics
Languages : en
Pages : 592

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Book Description
This volume offers an excellent selection of cutting-edge articles about fractal geometry, covering the great breadth of mathematics and related areas touched by this subject. Included are rich survey articles and fine expository papers. The high-quality contributions to the volume by well-known researchers--including two articles by Mandelbrot--provide a solid cross-section of recent research representing the richness and variety of contemporary advances in and around fractal geometry. In demonstrating the vitality and diversity of the field, this book will motivate further investigation into the many open problems and inspire future research directions. It is suitable for graduate students and researchers interested in fractal geometry and its applications. This is a two-part volume. Part 1 covers analysis, number theory, and dynamical systems; Part 2, multifractals, probability and statistical mechanics, and applications.

Introduction to Analysis on Graphs

Introduction to Analysis on Graphs PDF Author: Alexander Grigor’yan
Publisher: American Mathematical Soc.
ISBN: 147044397X
Category : Finite groups
Languages : en
Pages : 150

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Book Description
A central object of this book is the discrete Laplace operator on finite and infinite graphs. The eigenvalues of the discrete Laplace operator have long been used in graph theory as a convenient tool for understanding the structure of complex graphs. They can also be used in order to estimate the rate of convergence to equilibrium of a random walk (Markov chain) on finite graphs. For infinite graphs, a study of the heat kernel allows to solve the type problem—a problem of deciding whether the random walk is recurrent or transient. This book starts with elementary properties of the eigenvalues on finite graphs, continues with their estimates and applications, and concludes with heat kernel estimates on infinite graphs and their application to the type problem. The book is suitable for beginners in the subject and accessible to undergraduate and graduate students with a background in linear algebra I and analysis I. It is based on a lecture course taught by the author and includes a wide variety of exercises. The book will help the reader to reach a level of understanding sufficient to start pursuing research in this exciting area.