Fluctuations in Markov Processes

Time Symmetry and Martingale Approximation

Authors:

ISBN: 978-3-642-29879-0 (Print) 978-3-642-29880-6 (Online)

Table of contents (14 chapters)

  1. Front Matter

    Pages I-XVII

  2. General Theory

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-32

      A Warming-Up Example

    3. No Access

      Book Chapter

      Pages 33-79

      Central Limit Theorems

    4. No Access

      Book Chapter

      Pages 81-135

      Random Walks in Random Environment

    5. No Access

      Book Chapter

      Pages 137-151

      Bounds and Variational Principles for the Asymptotic Variance

  3. Simple Exclusion Processes

    1. Front Matter

      Pages 153-153

    2. No Access

      Book Chapter

      Pages 155-197

      The Simple Exclusion Process

    3. No Access

      Book Chapter

      Pages 199-240

      Self-diffusion

    4. No Access

      Book Chapter

      Pages 241-274

      Equilibrium Fluctuations of the Density Field

    5. No Access

      Book Chapter

      Pages 275-289

      Regularity of the Asymptotic Variance

  4. Diffusions in Random Environments

    1. Front Matter

      Pages 291-291

    2. No Access

      Book Chapter

      Pages 293-329

      Diffusions in Random Environments

    3. No Access

      Book Chapter

      Pages 331-343

      Variational Principles for the Limiting Variance

    4. No Access

      Book Chapter

      Pages 345-373

      Diffusions with Divergence Free Drifts

    5. No Access

      Book Chapter

      Pages 375-435

      Diffusions with Gaussian Drifts

    6. No Access

      Book Chapter

      Pages 437-454

      Ornstein–Uhlenbeck Process with a Random Potential

    7. No Access

      Book Chapter

      Pages 455-473

      Analytic Methods in Homogenization Theory

  5. Back Matter

    Pages 475-491