Fluctuations in Markov Processes Time Symmetry and Martingale Approx
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 martin
- PDF / 4,210,803 Bytes
- 493 Pages / 439.37 x 666.142 pts Page_size
- 64 Downloads / 232 Views
Series editors M. Berger P. de la Harpe F. Hirzebruch N.J. Hitchin L. Hörmander A. Kupiainen G. Lebeau F.-H. Lin S. Mori B.C. Ngô M. Ratner D. Serre N.J.A. Sloane A.M. Vershik M. Waldschmidt Editor-in-Chief A. Chenciner J. Coates
S.R.S. Varadhan
345
For further volumes: www.springer.com/series/138
Tomasz Komorowski r Claudio Landim Stefano Olla
Fluctuations in Markov Processes Time Symmetry and Martingale Approximation
r
Tomasz Komorowski Institute of Mathematics Maria Curie-Skłodowska University Lublin, Poland and Institute of Mathematics Polish Academy of Sciences Warsaw, Poland
Claudio Landim Instituto de Matemática (IMPA) Rio de Janeiro, Brazil and CNRS UMR 6085 Université de Rouen Saint-Étienne-du-Rouvray, France Stefano Olla CEREMADE, CNRS UMR 7534 Université Paris-Dauphine Paris, France
ISSN 0072-7830 Grundlehren der mathematischen Wissenschaften ISBN 978-3-642-29879-0 ISBN 978-3-642-29880-6 (eBook) DOI 10.1007/978-3-642-29880-6 Springer Heidelberg New York Dordrecht London Library of Congress Control Number: 2012943039 Mathematics Subject Classification: 60F05, 60J25, 60K35, 60K37, 60H25, 60G60, 35B27, 76M50 © Springer-Verlag Berlin Heidelberg 2012 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
To Raghu Varadhan, a continuous source of inspira
Data Loading...
