The Resource Fluctuations in markov processes : time symmetry and martingale approximation, Tomasz Komorowski, Claudio Landim, Stefano Olla
Fluctuations in markov processes : time symmetry and martingale approximation, Tomasz Komorowski, Claudio Landim, Stefano Olla
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The item Fluctuations in markov processes : time symmetry and martingale approximation, Tomasz Komorowski, Claudio Landim, Stefano Olla represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Fluctuations in markov processes : time symmetry and martingale approximation, Tomasz Komorowski, Claudio Landim, Stefano Olla represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 Diffusive phenomena in statistical mechanics and in other fields arise from markovian modeling and their study requires sophisticated mathematical tools. In infinite dimensional situations, time symmetry properties can be exploited in order to make martingale approximations, along the lines of the seminal work of Kipnis and Varadhan. 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 exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). ¡ There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest to mathematical physicists and analysts
 Language
 eng
 Extent
 1 online resource.
 Contents

 Simple Exclusion Processes
 The Simple Exclusion Process
 Selfdiffusion
 Equilibrium Fluctuations of the Density Field
 Regularity of the Asymptotic Variance
 Part 3.
 Diffusions in Random Environments
 Diffusions in Random Environments
 Variational Principles for the Limiting Variance
 Diffusions with Divergence Free Drifts
 Diffusions with Gaussian Drifts
 OrnsteinUhlenbeck Process with a Random Potential
 Analytic Methods in Homogenization Theory
 Part 1.
 General Theory
 A WarmingUp Example
 Central Limit Theorems
 Random Walks in Random Environment
 Bounds and Variational Principles for the Asymptotic Variance
 Part 2.
 Isbn
 9783642298806
 Label
 Fluctuations in markov processes : time symmetry and martingale approximation
 Title
 Fluctuations in markov processes
 Title remainder
 time symmetry and martingale approximation
 Statement of responsibility
 Tomasz Komorowski, Claudio Landim, Stefano Olla
 Subject

 Fluctuations (Physics)
 Fluctuations (Physics)
 Fluctuations (Physics)
 MATHEMATICS  Applied
 MATHEMATICS  Probability & Statistics  General
 Markov Chains
 Markov processes
 Markov processes
 Markov processes
 Martingales (Mathematics)
 Martingales (Mathematics)
 Martingales (Mathematics)
 Mathematical Physics.
 Probability Theory and Stochastic Processes.
 Distribution (Probability theory)
 Language
 eng
 Summary
 Diffusive phenomena in statistical mechanics and in other fields arise from markovian modeling and their study requires sophisticated mathematical tools. In infinite dimensional situations, time symmetry properties can be exploited in order to make martingale approximations, along the lines of the seminal work of Kipnis and Varadhan. 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 exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). ¡ There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest to mathematical physicists and analysts
 Cataloging source
 GW5XE
 http://library.link/vocab/creatorDate
 1963
 http://library.link/vocab/creatorName
 Komorowski, Tomasz
 Dewey number
 519.2/33
 Index
 index present
 LC call number
 QA274.7
 LC item number
 .K66 2012
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 NLM call number
 Online Book
 http://library.link/vocab/relatedWorkOrContributorDate

 1965
 1959
 http://library.link/vocab/relatedWorkOrContributorName

 Landim, Claudio
 Olla, Stefano
 Series statement
 Grundlehren der mathematischen Wissenschaften,
 Series volume
 345
 http://library.link/vocab/subjectName

 Markov processes
 Fluctuations (Physics)
 Martingales (Mathematics)
 Markov Chains
 MATHEMATICS
 MATHEMATICS
 Fluctuations (Physics)
 Markov processes
 Martingales (Mathematics)
 Label
 Fluctuations in markov processes : time symmetry and martingale approximation, Tomasz Komorowski, Claudio Landim, Stefano Olla
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 Simple Exclusion Processes
 The Simple Exclusion Process
 Selfdiffusion
 Equilibrium Fluctuations of the Density Field
 Regularity of the Asymptotic Variance
 Part 3.
 Diffusions in Random Environments
 Diffusions in Random Environments
 Variational Principles for the Limiting Variance
 Diffusions with Divergence Free Drifts
 Diffusions with Gaussian Drifts
 OrnsteinUhlenbeck Process with a Random Potential
 Analytic Methods in Homogenization Theory
 Part 1.
 General Theory
 A WarmingUp Example
 Central Limit Theorems
 Random Walks in Random Environment
 Bounds and Variational Principles for the Asymptotic Variance
 Part 2.
 Control code
 800057206
 Dimensions
 unknown
 Extent
 1 online resource.
 File format
 unknown
 Form of item
 online
 Isbn
 9783642298806
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 9786613939753
 http://library.link/vocab/ext/overdrive/overdriveId
 393975
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)800057206
 Label
 Fluctuations in markov processes : time symmetry and martingale approximation, Tomasz Komorowski, Claudio Landim, Stefano Olla
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 Simple Exclusion Processes
 The Simple Exclusion Process
 Selfdiffusion
 Equilibrium Fluctuations of the Density Field
 Regularity of the Asymptotic Variance
 Part 3.
 Diffusions in Random Environments
 Diffusions in Random Environments
 Variational Principles for the Limiting Variance
 Diffusions with Divergence Free Drifts
 Diffusions with Gaussian Drifts
 OrnsteinUhlenbeck Process with a Random Potential
 Analytic Methods in Homogenization Theory
 Part 1.
 General Theory
 A WarmingUp Example
 Central Limit Theorems
 Random Walks in Random Environment
 Bounds and Variational Principles for the Asymptotic Variance
 Part 2.
 Control code
 800057206
 Dimensions
 unknown
 Extent
 1 online resource.
 File format
 unknown
 Form of item
 online
 Isbn
 9783642298806
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 9786613939753
 http://library.link/vocab/ext/overdrive/overdriveId
 393975
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)800057206
Subject
 Fluctuations (Physics)
 Fluctuations (Physics)
 Fluctuations (Physics)
 MATHEMATICS  Applied
 MATHEMATICS  Probability & Statistics  General
 Markov Chains
 Markov processes
 Markov processes
 Markov processes
 Martingales (Mathematics)
 Martingales (Mathematics)
 Martingales (Mathematics)
 Mathematical Physics.
 Probability Theory and Stochastic Processes.
 Distribution (Probability theory)
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