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
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.
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
- Self-diffusion
- 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
- Ornstein-Uhlenbeck Process with a Random Potential
- Analytic Methods in Homogenization Theory
- Part 1.
- General Theory
- A Warming-Up 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
- Self-diffusion
- 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
- Ornstein-Uhlenbeck Process with a Random Potential
- Analytic Methods in Homogenization Theory
- Part 1.
- General Theory
- A Warming-Up 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
- Self-diffusion
- 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
- Ornstein-Uhlenbeck Process with a Random Potential
- Analytic Methods in Homogenization Theory
- Part 1.
- General Theory
- A Warming-Up 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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