There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Number of pages: 494
Weight: 777 g
Dimensions: 235 x 155 x 26 mm
Edition: 2012 ed.
From the reviews:"The authors provide a monographic survey of the martingale approximation for additive functionals of Markov processes and central limit theorems (CLTs) and invariance principles following from this. ... Each chapter closes with a section of historical and bibliographical comments. ... these historical surveys make the book a long-lasting source of information about development of ideas, related fields and results, and historical data. The book is highly recommended to researchers and postgraduate students working in various fields of interacting particle systems, random environments and homogenization." (Balint Toth, Mathematical Reviews, November, 2013)
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