Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation by Tomasz Komorowski, Claudio Landim and Stefano Olla
English | 2012-07-06 | ISBN: 3642298796 | PDF | 508 pages | 2,6 MB
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.