Borrow it
Coverart for item
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

Creator
Contributor
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
Work
Publication
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
Instance
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
Creator
Contributor
Subject
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
Member of
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
Instantiates
Publication
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
Publication
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

Member of

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012

Library Links

Structured data from the Bibframe namespace is licensed under the Creative Commons Attribution 4.0 International License by University of Missouri Libraries. Additional terms may apply to data associated with third party namespaces.
Processing Feedback ...