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[ subject:"Markov processes- Mathematical models." ]
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Fluctuations in Markov processes : =...
~
Komorowski, Tomasz, (1961-)
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Fluctuations in Markov processes : = time symmetry and martingale approximation /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Fluctuations in Markov processes :/ Tomasz Komorowski, Claudio Landim, Stefano Olla.
其他題名:
time symmetry and martingale approximation /
其他題名:
Time symmetry and martingale approximation
作者:
Komorowski, Tomasz,
其他作者:
Landim, Claudio,
出版者:
Heidelberg [Germany] ;Springer, : c2012.,
面頁冊數:
xvii, 491 p. :ill;24 cm.
標題:
Markov processes - Mathematical models. -
ISBN:
3642298796 (hbk.)
ISSN:
00727830
Fluctuations in Markov processes : = time symmetry and martingale approximation /
Komorowski, Tomasz,1961-
Fluctuations in Markov processes :
time symmetry and martingale approximation /Time symmetry and martingale approximationTomasz Komorowski, Claudio Landim, Stefano Olla. - Heidelberg [Germany] ;Springer,c2012. - xvii, 491 p. :ill;24 cm. - Grundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics,3450072-7830 ;. - Grundlehren der mathematischen Wissenschaften ;341..
Includes bibliographical references (p. 475-486) and index.
A warming-up example -- General theory --
ISBN: 3642298796 (hbk.)
ISSN: 00727830
LCCN: 2012943039Subjects--Topical Terms:
1783638
Markov processes
--Mathematical models.
LC Class. No.: QA274.7 / .K658 2012
Fluctuations in Markov processes : = time symmetry and martingale approximation /
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General theory --
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Central limit theorems --
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Random walks in random environment --
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Bounds and variational principles for the asymptotic variance --
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Simple exclusion processes --
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The sample exclusion process --
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Self-diffusion --
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Equilibrium fluctuations of the density field --
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Regularity of the asymptotic variance --
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Diffusions in random environments --
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Diffusions in random environments --
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Variational principles for the limiting variance --
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Diffusions with divergence free drifts --
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Diffusions with gaussian drifts --
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Ornstein-uhlenbeck process with a random potential --
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Analytic methods in homogenization theory.
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