Fluctuations in Markov Processes Time Symmetry and Martingale Approximation
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 s...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2012, 2012
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| Edition: | 1st ed. 2012 |
| Series: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Preface
- Part I: General Theory
- 1.A Warming-up Example
- 2.Central Limit Theorems
- 3.RandomWalks in Random Environment
- 4.Bounds and Variational Principles for the Asymptotic Variance
- Part II: Simple Exclusion Processes
- 5.The Simple Exclusion Process
- 6.Self Diffusion
- 7.Equilibrium Fluctuations of the Density Field
- 8.Regularity of the Asymptotic Variance
- Part III: Diffusions in Random Environments
- 10.Variational Principles for the Limiting Variance
- 11.Diffusions with Divergence Free Drifts
- 12.Diffusions with Gaussian Drifts
- 13.Ornstein-Uhlenbeck Process with a Random Potential
- 14.Analytic Methods in Homogenization Theory
- References
- Notation
- Subject Index