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dc.contributor.authorKomorowski, Tomasz
dc.contributor.authorLandim, Claudio
HAL ID: 18198
dc.contributor.authorOlla, Stefano
HAL ID: 18345
ORCID: 0000-0003-0845-1861
dc.date.accessioned2011-02-08T14:59:32Z
dc.date.available2011-02-08T14:59:32Z
dc.date.issued2012
dc.identifier.isbn978-3-642-29879-0
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/5681
dc.language.isoenen
dc.subjectMarkov processes
dc.subject.ddc519en
dc.titleFluctuations in Markov Processes. Time Symetry and Martingale Approximation
dc.typeOuvrage
dc.description.abstractenThe 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.cityBerlinen
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.date.updated2017-03-10T16:53:16Z


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