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:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-29880-6
http://cds.cern.ch/record/1488454
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author Komorowski, Tomasz
Landim, Claudio
Olla, Stefano
author_facet Komorowski, Tomasz
Landim, Claudio
Olla, Stefano
author_sort Komorowski, Tomasz
collection CERN
description 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
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2012
publisher Springer
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spelling cern-14884542021-04-22T00:11:00Zdoi:10.1007/978-3-642-29880-6http://cds.cern.ch/record/1488454engKomorowski, TomaszLandim, ClaudioOlla, StefanoFluctuations in Markov Processes: Time Symmetry and Martingale ApproximationMathematical Physics and MathematicsThe 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 excluSpringeroai:cds.cern.ch:14884542012
spellingShingle Mathematical Physics and Mathematics
Komorowski, Tomasz
Landim, Claudio
Olla, Stefano
Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation
title Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation
title_full Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation
title_fullStr Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation
title_full_unstemmed Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation
title_short Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation
title_sort fluctuations in markov processes: time symmetry and martingale approximation
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-642-29880-6
http://cds.cern.ch/record/1488454
work_keys_str_mv AT komorowskitomasz fluctuationsinmarkovprocessestimesymmetryandmartingaleapproximation
AT landimclaudio fluctuationsinmarkovprocessestimesymmetryandmartingaleapproximation
AT ollastefano fluctuationsinmarkovprocessestimesymmetryandmartingaleapproximation

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