Stock image for illustration purposes only - book cover, edition or condition may vary.
Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation (Grundlehren der mathematischen Wissenschaften)
Komorowski, Tomasz, Landim, Claudio, Olla, Stefano
€ 121.12
FREE Delivery in Ireland
Description for Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation (Grundlehren der mathematischen Wissenschaften)
Paperback. Here are advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops techniques for dealing with infinite dimensional models in statistical mechanics and engineering. Series: Grundlehren der Mathematischen Wissenschaften. Num Pages: 494 pages, biography. BIC Classification: PBT; PHU. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 26. Weight in Grams: 777.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer
Condition
New
Series
Grundlehren der Mathematischen Wissenschaften
Number of Pages
494
Place of Publication
Berlin, Germany
ISBN
9783642428470
SKU
V9783642428470
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation (Grundlehren der mathematischen Wissenschaften)
From the reviews: “The authors provide a monographic survey of the martingale approximation for additive functionals of Markov processes and central limit theorems (CLTs) and invariance principles following from this. … Each chapter closes with a section of historical and bibliographical comments. … these historical surveys make the book a long-lasting source of information about development of ideas, related ... Read more