dc.contributor.author	Komorowski, Tomasz
dc.contributor.author	Landim, Claudio HAL ID: 18198
dc.contributor.author	Olla, Stefano HAL ID: 18345 ORCID: 0000-0003-0845-1861
dc.date.accessioned	2011-02-08T14:59:32Z
dc.date.available	2011-02-08T14:59:32Z
dc.date.issued	2012
dc.identifier.isbn	978-3-642-29879-0
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/5681
dc.language.iso	en	en
dc.subject	Markov processes
dc.subject.ddc	519	en
dc.title	Fluctuations in Markov Processes. Time Symetry and Martingale Approximation
dc.type	Ouvrage
dc.description.abstracten	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).
dc.publisher.city	Berlin	en
dc.description.sponsorshipprivate	oui	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.description.ssrncandidate	non
dc.description.halcandidate	oui
dc.description.readership	recherche
dc.description.audience	International
dc.date.updated	2017-03-10T16:53:16Z

Fluctuations in Markov Processes. Time Symetry and Martingale Approximation

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