The art of random walks.
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.
- Cutoff for lamplighter chains on fractals
- The topological Hausdorff dimension and transport properties of Sierpiński carpets
- Sub- and super-diffusion on Cantor sets: beyond the paradox
- Noteworthy fractal features and transport properties of Cantor tartans
- Heat kernel estimates for time fractional equations
- Existence of the harmonic measure for random walks on graphs and in random environments
- Isoperimetric inequalities for non-local Dirichlet forms
- Fractional space approach to studies of physical phenomena on fractals and in confined low-dimensional systems
- On graph parameters guaranteeing fast sandpile diffusion
- Boolean percolation on doubling graphs
- The Einstein relation for random walks on graphs
- Expected Lifetime and Capacity
- Random walks and heat kernels on graphs
- Random walk and the heat equation
- Electrical circuits involving fractal time
- Sobolev Inequalities in Familiar and Unfamiliar Settings
- Two-sided estimates of heat kernels on metric measure spaces
- An Electric Network for Nonreversible Markov Chains
- Inherent features of fractal sets and key attributes of fractal models
- Ultracontractive properties for directed graph semigroups with applications to coupled oscillators
- Stability of infinite systems of coupled oscillators via random walks on weighted graphs
- Random walks, electric networks and the transience class problem of sandpiles
- Diffusive limits on the Penrose tiling
- Harnack inequalities and Gaussian estimates for random walks on metric measure spaces
- Torsional Rigidity in Random Walk Spaces
- Internal DLA on mated-CRT maps
- Recurrence of locally perturbed random walks with long jumps
- Stability of Hölder regularity and weighted functional inequalities
- Spectral bounds for exit times on metric measure Dirichlet spaces and applications
- Random walk on sphere packings and Delaunay triangulations in arbitrary dimension
- Heat kernel asymptotics for scaling limits of isoradial graphs
- Random walk on graphs with regular resistance and volume growth
- Resolvent metric and the heat kernel estimate for random walks
- Local limit theorems for sequences of simple random walks on graphs
- Random walks on discrete cylinders with large bases and random interlacements
- Vacant set of random interlacements and percolation
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