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  • Fluctuations in Markov Processes

    Time Symmetry and Martingale Approximation

    Series series Mathematics and Statistics (R0)
    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 ... Read more

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  • Stochastic Dynamics Out of Equilibrium

    Institut Henri Poincaré, Paris, France, 2017

    Series series Springer Nature Proceedings excluding Computer Science
    Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments.It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics ... Read more

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  • Probability and Analysis in Interacting Physical Systems

    In Honor of S.R.S. Varadhan, Berlin, August, 2016

    Series series Springer Nature Proceedings excluding Computer Science
    This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop held at the Technical University of Berlin, 15–19 August, 2016. This volume contains ten research articles authored by several of Varadhan's former PhD students or close collaborators. The topics of the contributions are ... Read more

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