Random Walks on Infinite Graphs and Groups: (Series Number 138 Cambridge Tracts in Mathematics)

The main theme of this book is the interplay between the behaviour of a class of stochastic processes (random walks) and discrete structure theory. The author considers Markov chains whose state space is equipped with the structure of an infinite, locally finite graph, or as a particular case, of a finitely generated group. The transition probabilities are assumed to be adapted to the underlying structure in some way that must be specified precisely in each case. From the probabilistic viewpoint, the question is what impact the particular type of structure has on various aspects of the behaviour of the random walk. Vice-versa, random walks may also be seen as useful tools for classifying, or at least describing the structure of graphs and groups. Links with spectral theory and discrete potential theory are also discussed. This book will be essential reading for all researchers working in stochastic process and related topics.

Table of Contents:
Part I. The Type Problem: 1. Basic facts; 2. Recurrence and transience of infinite networks; 3. Applications to random walks; 4. Isoperimetric inequalities; 5. Transient subtrees, and the classification of the recurrent quasi transitive graphs; 6. More on recurrence; Part II. The Spectral Radius: 7. Superharmonic functions and r-recurrence; 8. The spectral radius; 9. Computing the Green function; 10. Spectral radius and strong isoperimetric inequality; 11. A lower bound for simple random walk; 12. Spectral radius and amenability; Part III. The Asymptotic Behaviour of Transition Probabilities: 13. The local central limit theorem on the grid; 14. Growth, isoperimetric inequalities, and the asymptotic type of random walk; 15. The asymptotic type of random walk on amenable groups; 16. Simple random walk on the Sierpinski graphs; 17. Local limit theorems on free products; 18. Intermezzo; 19. Free groups and homogenous trees; Part IV. An Introduction to Topological Boundary Theory: 20. Probabilistic approach to the Dirichlet problem, and a class of compactifications; 21. Ends of graphs and the Dirichlet problem; 22. Hyperbolic groups and graphs; 23. The Dirichlet problem for circle packing graphs; 24. The construction of the Martin boundary; 25. Generalized lattices, Abelian and nilpotent groups, and graphs with polynomial growth; 27. The Martin boundary of hyperbolic graphs; 28. Cartesian products.

Review :
From the hardback review: 'This is an excellent book, where beginners and specialists alike will find useful information. It will become one of the major references for all those interested directly or indirectly in random walks. I highly recommend it.' L. Saloff-Coste, Bulletin of the London Mathematical Society From the hardback review: '... will be essential reading for all researchers in stochastic processes and related topics.' European Maths Society Journal