Fluctuations in Markov Processes (Record no. 103102)

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 ## -
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-- txt
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-- computer
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-- rdamedia
338 ## -
-- online resource
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347 ## -
-- text file
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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
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