Starting around the late 1950s, several research communities began relating the geometry of graphs to stochastic processes on these graphs. This book, twenty years in the making, ties together research in the field, encompassing work on percolation, isoperimetric inequalities, eigenvalues, transition probabilities, and random walks. Written by two leading researchers, the text emphasizes intuition, while giving complete proofs and more than 850 exercises. Many recent developments, in which the authors have played a leading role, are discussed, including percolation on trees and Cayley graphs, uniform spanning forests, the mass-transport technique, and connections on random walks on graphs to embedding in Hilbert space. This state-of-the-art account of probability on networks will be indispensable for graduate students and researchers alike.
|Publisher:||Cambridge University Press|
|Series:||Cambridge Series in Statistical and Probabilistic Mathematics Series , #42|
|Product dimensions:||7.10(w) x 10.10(h) x 1.80(d)|
About the Author
Russell Lyons is James H. Rudy Professor of Mathematics at Indiana University, Bloomington. He obtained his PhD at the University of Michigan in 1983. He has written seminal papers concerning probability on trees and random spanning trees in networks. Lyons was a Sloan Foundation Fellow and has been an Invited Speaker at the International Congress of Mathematicians and the Joint Mathematics Meetings. He is a Fellow of the American Mathematical Society.
Yuval Peres is a Principal Researcher at Microsoft Research in Redmond, Washington. He obtained his PhD at the Hebrew University, Jerusalem in 1990 and later served on their faculty as well as on the faculty at the University of California, Berkeley. He has written more than 250 research papers in probability, ergodic theory, analysis, and theoretical computer science. He has coauthored books on Brownian motion and Markov chain mixing times. Peres was awarded the Rollo Davidson Prize in 1995, the Loève Prize in 2001, and the David P. Robbins Prize in 2011 and was an Invited Speaker at the 2002 ICM. He is a fellow of the American Mathematical Society and a foreign associate member of the US National Academy of Sciences.
Table of Contents
1. Some highlights; 2. Random walks and electric networks; 3. Special networks; 4. Uniform spanning trees; 5. Branching processes, second moments, and percolation; 6. Isoperimetric inequalities; 7. Percolation on transitive graphs; 8. The mass-transport technique and percolation; 9. Infinite electrical networks and Dirichlet functions; 10. Uniform spanning forests; 11. Minimal spanning forests; 12. Limit theorems for Galton-Watson processes; 13. Escape rate of random walks and embeddings; 14. Random walks on groups and Poisson boundaries; 15. Hausdorff dimension; 16. Capacity and stochastic processes; 17. Random walks on Galton-Watson trees.