Random Walks and Analysis on Graphs

Lecture + Seminar

Lecturer: Prof. Dr. Sebastian Andres

Place and time: Tuesdays 13:15 - 14:45 in UP2.314

Prerequisites: Mathematical knowledge in basic measure theory and advanced probability theory is required. Knowledge of discrete Markov chains or analysis of partial differential equations is helpful but not essential.

Content: In this course we study the interactions between geometric properties of graphs, and the behaviour of random walks, transition densities, and harmonic functions. Specific topics include

- Graphs and weighted graphs (Examples and Geometric Properties)

- Random walks

- Transition densities and the Laplacian

- Dirichlet or energy form

- Green functions, Harmonic functions, Harnack inequalities

- Isoperimetric inequality, Nash inequality, Poincare inequality

- Heat Kernel estimates

Seminar: In addition to the lectures we will run a student seminar with closely related topics, details will be discussed in the first session.

Literature: