Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

C. Kipnis; S. R.S. Varadhan

doi:10.1007/BF01210789

Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

C. Kipnis, S. R.S. Varadhan

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We prove a functional central limit theorem for additive functionals of stationary reversible ergodic Markov chains under virtually no assumptions other than the necessary ones. We use these results to study the asymptotic behavior of a tagged particle in an infinite particle system performing simple excluded random walk.

Original language	English (US)
Pages (from-to)	1-19
Number of pages	19
Journal	Communications In Mathematical Physics
Volume	104
Issue number	1
DOIs	https://doi.org/10.1007/BF01210789
State	Published - Mar 1986

ASJC Scopus subject areas

Statistical and Nonlinear Physics
Mathematical Physics

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10.1007/BF01210789

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abstract = "We prove a functional central limit theorem for additive functionals of stationary reversible ergodic Markov chains under virtually no assumptions other than the necessary ones. We use these results to study the asymptotic behavior of a tagged particle in an infinite particle system performing simple excluded random walk.",

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Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

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