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Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and en...

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Detalles Bibliográficos
Autores principales: Komorowski, Tomasz, Landim, Claudio, Olla, Stefano
Lenguaje:eng
Publicado: Springer 2012
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-29880-6
http://cds.cern.ch/record/1488454
Descripción
Sumario:The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclu