• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

Fluctuations in Markov Processes. Time Symetry and Martingale Approximation

Thumbnail
View/Open
MarkovProcesses_ToC.PDF (37.75Kb)
MarkovProcesses_ch1.PDF (179.9Kb)
MarkovProcesses_ch2.PDF (246.1Kb)
MarkovProcesses_ch2_refs.PDF (9.325Kb)
MarkovProcesses_ch3.PDF (224.9Kb)
MarkovProcesses_ch4.PDF (259.2Kb)
MarkovProcesses_ch5.PDF (161.3Kb)
MarkovProcesses_ch6.PDF (115.3Kb)
MarkovProcesses_ch7-12.PDF (556.9Kb)
Date
2012
Publisher city
Berlin
ISBN:
978-3-642-29879-0
Dewey
Probabilités et mathématiques appliquées
Sujet
Markov processes
URI
https://basepub.dauphine.fr/handle/123456789/5681
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Komorowski, Tomasz
Landim, Claudio
Olla, Stefano
Type
Ouvrage
Abstract (EN)
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).

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.