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The primary intent of the book is to introduce an array of
beautiful problems in a variety of subjects quickly, pithily and
completely rigorously to graduate students and advanced
undergraduates. The book takes a number of specific problems and
solves them, the needed tools developed along the way in the
context of the particular problems. It treats a melange of topics
from combinatorial probability theory, number theory, random graph
theory and combinatorics. The problems in this book involve the
asymptotic analysis of a discrete construct as some natural
parameter of the system tends to infinity. Besides bridging
discrete mathematics and mathematical analysis, the book makes a
modest attempt at bridging disciplines. The problems were selected
with an eye toward accessibility to a wide audience, including
advanced undergraduate students. The book could be used for a
seminar course in which students present the lectures."
In this book, Professor Pinsky gives a self-contained account of
the theory of positive harmonic functions for second order elliptic
operators, using an integrated probabilistic and analytic approach.
The book begins with a treatment of the construction and basic
properties of diffusion processes. This theory then serves as a
vehicle for studying positive harmonic funtions. Starting with a
rigorous treatment of the spectral theory of elliptic operators
with nice coefficients on smooth, bounded domains, the author then
develops the theory of the generalized principal eigenvalue, and
the related criticality theory for elliptic operators on arbitrary
domains. Martin boundary theory is considered, and the Martin
boundary is explicitly calculated for several classes of operators.
The book provides an array of criteria for determining whether a
diffusion process is transient or recurrent. Also introduced are
the theory of bounded harmonic functions, and Brownian motion on
manifolds of negative curvature. Many results that form the
folklore of the subject are here given a rigorous exposition,
making this book a useful reference for the specialist, and an
excellent guide for the graduate student.
In this book, Professor Pinsky gives a self-contained account of
the theory of positive harmonic functions for second order elliptic
operators, using an integrated probabilistic and analytic approach.
The book begins with a treatment of the construction and basic
properties of diffusion processes. This theory then serves as a
vehicle for studying positive harmonic funtions. Starting with a
rigorous treatment of the spectral theory of elliptic operators
with nice coefficients on smooth, bounded domains, the author then
develops the theory of the generalized principal eigenvalue, and
the related criticality theory for elliptic operators on arbitrary
domains. Martin boundary theory is considered, and the Martin
boundary is explicitly calculated for several classes of operators.
The book provides an array of criteria for determining whether a
diffusion process is transient or recurrent. Also introduced are
the theory of bounded harmonic functions, and Brownian motion on
manifolds of negative curvature. Many results that form the
folklore of the subject are here given a rigorous exposition,
making this book a useful reference for the specialist, and an
excellent guide for the graduate student.
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