Fluctuations in Markov Processes Time Symmetry and Martingale Approximation /

• Main Authors: Komorowski, Tomasz (Author), Landim, Claudio (Author), Olla, Stefano (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
• Series: Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics, 345
• Subjects: Mathematics.; Probabilities.; Mathematical physics.; Probability Theory and Stochastic Processes.; Mathematical Physics.

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 martingale approximations, along the lines of the s...