Fluctuations in Markov Processes (Record no. 103102)
[ view plain ]
000 -LEADER | |
---|---|
fixed length control field | 04246nam a22004935i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-642-29880-6 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20140220083317.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 120705s2012 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783642298806 |
-- | 978-3-642-29880-6 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-642-29880-6 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA273.A1-274.9 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA274-274.9 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBWL |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT029000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Komorowski, Tomasz. |
Relator term | author. |
245 10 - TITLE STATEMENT | |
Title | Fluctuations in Markov Processes |
Medium | [electronic resource] : |
Remainder of title | Time Symmetry and Martingale Approximation / |
Statement of responsibility, etc | by Tomasz Komorowski, Claudio Landim, Stefano Olla. |
264 #1 - | |
-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg : |
-- | Imprint: Springer, |
-- | 2012. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XVII, 491 p. |
Other physical details | online resource. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
490 1# - SERIES STATEMENT | |
Series statement | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics, |
International Standard Serial Number | 0072-7830 ; |
Volume number/sequential designation | 345 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | 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. |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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 seminal work of Kipnis and Varadhan. 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 to mathematical physicists and analysts. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Distribution (Probability theory). |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematical Physics. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Landim, Claudio. |
Relator term | author. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Olla, Stefano. |
Relator term | author. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783642298790 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics, |
-- | 0072-7830 ; |
Volume number/sequential designation | 345 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-642-29880-6 |
912 ## - | |
-- | ZDB-2-SMA |
No items available.