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Regularity of the Asymptotic Variance

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Fluctuations in Markov Processes

Part of the book series: Grundlehren der mathematischen Wissenschaften ((GL,volume 345))

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Abstract

In this last chapter of Part II, we show that the asymptotic variance of the central limit theorem derived in Chap. 5 depends smoothly on the density of particles of the exclusion process. The smooth dependence of the diffusion coefficient on the density, illustrated here in a simpler context, is a crucial step in the proof of the hydrodynamic limit of non-gradient particle systems.

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Komorowski, T., Landim, C., Olla, S. (2012). Regularity of the Asymptotic Variance. In: Fluctuations in Markov Processes. Grundlehren der mathematischen Wissenschaften, vol 345. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-29880-6_8

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