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...
সংরক্ষণ করুন:
| প্রধান লেখক: | , , |
|---|---|
| বিন্যাস: | Livre numérique |
| ভাষা: | Anglais |
| প্রকাশিত: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| সংস্করন: | 1st ed. 2012. |
| মালা: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
345 |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| টীকা: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Fluctuations in Markov processes, time symmetry and martingale approximation, Tomasz Komorowski, Claudio Landim, Stefano Olla, 2012, Heidelberg [etc.], Springer, 1 vol. (XVII-491 p.), Grundlehren der mathematischen Wissenschaften, 3-642-29879-6 • Fluctuations in Markov processes, time symmetry and martingale approximation, Tomasz Komorowski, Claudio Landim, Stefano Olla, 2012, Heidelberg [etc.], Springer, 1 vol. (XVII-491 p.), Grundlehren der mathematischen Wissenschaften, 3-642-29879-6 • Fluctuations in Markov Processes, Texte imprimé, 9783642298813 • Fluctuations in Markov Processes, Texte imprimé, 9783642428470 |
সূচিপত্রের সারণি:
- 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
- Preface
- Part I: General Theory
- Part II: Simple Exclusion Processes
- Part III: Diffusions in Random Environments
- References
- Notation
- Subject Index
- 1.A Warming-up Example
- 2.Central Limit Theorems
- 3.RandomWalks in Random Environment
- 4.Bounds and Variational Principles for the Asymptotic Variance
- 5.The Simple Exclusion Process
- 6.Self Diffusion
- 7.Equilibrium Fluctuations of the Density Field
- 8.Regularity of the Asymptotic Variance
- 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