Fluctuations in Markov Processes : Time Symmetry and Martingale Approximation (Grundlehren der mathematischen Wissenschaften) / Komorowski, Tomasz/ Landim, Claudio/ Olla, Stefano

Fluctuations in Markov Processes : Time Symmetry and Martingale Approximation (Grundlehren der mathematischen Wissenschaften) （2012）

個数：

Fluctuations in Markov Processes : Time Symmetry and Martingale Approximation (Grundlehren der mathematischen Wissenschaften) （2012）

Komorowski, Tomasz/ Landim, Claudio/ Olla, Stefano

ウェブストア価格 ¥22,300（本体¥20,273）
Springer-Verlag Berlin and Heidelberg GmbH & Co. K（2014/08発売）
外貨定価 US$ 109.99
ポイント 202pt

オンデマンド(OD/POD)版です。キャンセルは承れません。

【入荷遅延について】
世界情勢の影響により、海外からお取り寄せとなる洋書・洋古書の入荷が、表示している標準的な納期よりも遅延する場合がございます。
おそれいりますが、あらかじめご了承くださいますようお願い申し上げます。

◆画像の表紙や帯等は実物とは異なる場合があります。

◆ウェブストアでの洋書販売価格は、弊社店舗等での販売価格とは異なります。
また、洋書販売価格は、ご注文確定時点での日本円価格となります。
ご注文確定後に、同じ洋書の販売価格が変動しても、それは反映されません。

製本 Paperback:紙装版/ペーパーバック版／ページ数 494 p.
言語 ENG
商品コード 9783642428470
DDC分類 519.5

Full Description

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).

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.

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.