The art of random walks. (Q2495112)

This book studies random walks on countable infinite connected weighted graphs, with particular emphasis on fractal graphs like the Sierpiński triangular graph or the weighted Vicsek tree. The main question considered in this book is about upper and lower estimates for the \(n\)-step transition probability \(p_ n(x,y)\) from \(x\) to \(y\) of the form \[ p_n(x,y){{\leq}\atop{\geq}} cn^{-\alpha/\beta}\exp\Big[-C\Big(\frac{d(x,y)^ \beta}{n}\Big)^{1/(\beta-1)}\Big] \] (called heat-kernel estimates), where \(d(x,y)\) is the usual graph distance (and the values of the constants \(c,C\in(0,\infty)\) depend on whether the lower or upper bound is considered, of course). The parameters \(\alpha,\beta\in(0,\infty)\) show interesting relations to geometric properties of the graph, like the volume growth of balls and resistance growth, but also to probabilistic properties of the random walk, like the scaling function of the exit time. The book discusses various inequalities (like Harnack, Faber-Krahn, isoperimetric and variants of these) and their relations to the heat kernel estimates above. The first part of the book is devoted to graphs with global symmetries and/or self-similarities, but most of the efforts are spent on the local theory, where no spatial homogeneity is asumed, such that both the volume of balls and the mean exit time from balls depend on the centers of the balls. The book's structure is as follows. After a short introduction, the basic definitions and preliminarities are given. Then some elements of potential theory are discussed, like electric networks, some basic inequalities and resistance, Harnack and isoperimetric inequalities and the Faber-Krahn inequality. The last two thirds of the book are devoted to the local theory, where various variants of inequalitites are presented and their relations are discussed, like mean-value inequalities, diagonal estimates, and others. The book is intended to be self-contained and accessible to graduate and PhD students. It contains a wealth of references, also on various aspects of random walks not covered by the text. At the end of the book a list of some dozens of types of inequalities appear that are introduced in the book.