Fluctuations in Markov Processes

Fluctuations in Markov Processes
Author :
Publisher : Springer Science & Business Media
Total Pages : 494
Release :
ISBN-10 : 9783642298806
ISBN-13 : 364229880X
Rating : 4/5 (06 Downloads)

Book Synopsis Fluctuations in Markov Processes by : Tomasz Komorowski

Download or read book Fluctuations in Markov Processes written by Tomasz Komorowski and published by Springer Science & Business Media. This book was released on 2012-07-05 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Fluctuations in Markov Processes Related Books

Fluctuations in Markov Processes
Language: en
Pages: 494
Authors: Tomasz Komorowski
Categories: Mathematics
Type: BOOK - Published: 2012-07-05 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov pr
Fluctuations of Lévy Processes with Applications
Language: en
Pages: 455
Authors: Andreas E. Kyprianou
Categories: Mathematics
Type: BOOK - Published: 2014-01-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory
Markov Processes
Language: en
Pages: 600
Authors: Daniel T. Gillespie
Categories: Mathematics
Type: BOOK - Published: 1992 - Publisher: Gulf Professional Publishing

DOWNLOAD EBOOK

Markov process theory provides a mathematical framework for analyzing the elements of randomness that are involved in most real-world dynamical processes. This
Fluctuation Theory for Lévy Processes
Language: en
Pages: 168
Authors: Ronald A. Doney
Categories: Mathematics
Type: BOOK - Published: 2007-04-19 - Publisher: École d'Été de Probabilités de Saint-Flour

DOWNLOAD EBOOK

Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinite
Elements of the Theory of Markov Processes and Their Applications
Language: en
Pages: 485
Authors: A. T. Bharucha-Reid
Categories: Mathematics
Type: BOOK - Published: 2012-04-26 - Publisher: Courier Corporation

DOWNLOAD EBOOK

This graduate-level text and reference in probability, with numerous applications to several fields of science, presents nonmeasure-theoretic introduction to th