Fluctuations in markov processes : time symmetry and martingale approximation
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The work Fluctuations in markov processes : time symmetry and martingale approximation represents a distinct intellectual or artistic creation found in University of Missouri Libraries. This resource is a combination of several types including: Work, Language Material, Books.
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Fluctuations in markov processes : time symmetry and martingale approximation
Resource Information
The work Fluctuations in markov processes : time symmetry and martingale approximation represents a distinct intellectual or artistic creation found in University of Missouri Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 Fluctuations in markov processes : time symmetry and martingale approximation
 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
 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
 Series statement
 Grundlehren der mathematischen Wissenschaften,
 Series volume
 345
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