login

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

Communications in Mathematical PhysicsPublished 1 March 1986
C. Kipnis, S. R. S. Varadhan
Citations852
SJR quartileQ1
SJR score1.51
SNIP1.84

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.

Keywords

Mathematics