Overview
- Unique in mathematical literature covers the most advanced theories about martingale approach to central limit theorems
- Develops techniques that allow to deal with applications in statistical mechanics and engineering
- Is of interest to probabilists, mathematical physicists and analysts
- Includes supplementary material: sn.pub/extras
Part of the book series: Grundlehren der mathematischen Wissenschaften (GL, volume 345)
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Table of contents (14 chapters)
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Front Matter
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Simple Exclusion Processes
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Front Matter
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Back Matter
Keywords
About this book
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 also to mathematical physicists and analysts.
Reviews
From the reviews:
“The authors provide a monographic survey of the martingale approximation for additive functionals of Markov processes and central limit theorems (CLTs) and invariance principles following from this. … Each chapter closes with a section of historical and bibliographical comments. … these historical surveys make the book a long-lasting source of information about development of ideas, related fields and results, and historical data. The book is highly recommended to researchers and postgraduate students working in various fields of interacting particle systems, random environments and homogenization.” (Bálint Tóth, Mathematical Reviews, November, 2013)Authors and Affiliations
Bibliographic Information
Book Title: Fluctuations in Markov Processes
Book Subtitle: Time Symmetry and Martingale Approximation
Authors: Tomasz Komorowski, Claudio Landim, Stefano Olla
Series Title: Grundlehren der mathematischen Wissenschaften
DOI: https://doi.org/10.1007/978-3-642-29880-6
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2012
Hardcover ISBN: 978-3-642-29879-0Published: 06 July 2012
Softcover ISBN: 978-3-642-42847-0Published: 09 August 2014
eBook ISBN: 978-3-642-29880-6Published: 05 July 2012
Series ISSN: 0072-7830
Series E-ISSN: 2196-9701
Edition Number: 1
Number of Pages: XVIII, 494
Topics: Probability Theory and Stochastic Processes, Mathematical Physics