Limit theorems for additive functionals of a Markov chain

From MaRDI portal
Publication:1049564

DOI10.1214/09-AAP610zbMath1232.60018arXiv0809.0177OpenAlexW3103197793MaRDI QIDQ1049564

Tomasz Komorowski, Milton D. Jara, Stefano Olla

Publication date: 13 January 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.0177




Related Items

3/4-fractional superdiffusion in a system of harmonic oscillators perturbed by a conservative noiseMotility switching and front-back synchronisation in polarised cellsLimit theorems for some continuous-time random walksA General Fractional Porous Medium EquationThermal conductivity for a momentum conservative modelFractional diffusion limit for a stochastic kinetic equationEnergy transport in stochastically perturbed lattice dynamicsAnomalous diffusion phenomena: a kinetic approachNonlinear perturbation of a noisy Hamiltonian lattice field model: universality persistenceAsymptotics of the solutions of the stochastic lattice wave equationWell/ill-posedness for the dissipative Navier-Stokes system in generalized Carleson measure spacesA fractional porous medium equationKinetic derivation of fractional Stokes and Stokes-Fourier systemsDiffusive behavior for randomly kicked Newtonian particles in a spatially periodic mediumFractional diffusion for Fokker–Planck equation with heavy tail equilibrium: An à la Koch spectral method in any dimensionThe well‐posedness and long‐time behavior of the nonlocal diffusion porous medium equations with nonlinear termStable limit theorems for additive functionals of one-dimensional diffusion processesThe Cauchy-Dirichlet problem for singular nonlocal diffusions on bounded domainsLimit theorems for stationary Markov processes with \(L^{2}\)-spectral gapThe Mathematical Theories of Diffusion: Nonlinear and Fractional DiffusionQuantitative fluid approximation in transport theory: a unified approachRecent progress in the theory of nonlinear diffusion with fractional Laplacian operatorsOn the Cauchy problem for a general fractional porous medium equation with variable densityFractional diffusion limit for a kinetic equation with an interfaceAnomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equationsKinetic limit for a harmonic chain with a conservative Ornstein-Uhlenbeck stochastic perturbationExcursions and path functionals for stochastic processes with asymptotically zero driftsQuantitative local and global a priori estimates for fractional nonlinear diffusion equationsSymmetrization for linear and nonlinear fractional parabolic equations of porous medium typeOne dimensional critical kinetic Fokker-Planck equations, Bessel and stable processesFrom a kinetic equation to a diffusion under an anomalous scalingHeavy tail phenomenon and convergence to stable laws for iterated Lipschitz mapsFractional diffusion limit of a linear kinetic equation in a bounded domainStable limits for Markov chains via the principle of conditioningAnomalous energy transport in FPU-\(\beta\) chainLong time, large scale limit of the Wigner transform for a system of linear oscillators in one dimension\(5 / 6\)-superdiffusion of energy for coupled charged harmonic oscillators in a magnetic fieldFractional diffusion limit for collisional kinetic equationsThe fractional diffusion limit of a kinetic model with biochemical pathwayEnergy diffusion in harmonic system with conservative noiseSuperdiffusion of energy in a chain of harmonic oscillators with noiseOn the recurrence set of planar Markov random walksCentral limit theorem for linear processes with infinite varianceFractional-Diffusion--Advection Limit of a Kinetic ModelNumerical Schemes for Kinetic Equations in the Anomalous Diffusion Limit. Part II: Degenerate Collision FrequencyUniqueness of very weak solutions for a fractional filtration equationInfinite Speed of Propagation and Regularity of Solutions to the Fractional Porous Medium Equation in General DomainsPeriodic homogenization of nonsymmetric Lévy-type processesDivergent Perpetuities Modulated by Regime SwitchesA family of fractional diffusion equations derived from stochastic harmonic chains with long-range interactionsLarge deviations for stochastic equations in Hilbert spaces with non-Lipschitz driftLimit theorems for additive functionals of a Markov chainA gradient flow approach to linear Boltzmann equationsThermal boundaries in kinetic and hydrodynamic limitsFractional hypocoercivity



Cites Work