Claudio Landim - Böcker

This book presents in a progressive way the techniques used in the proof of the hydrodynamic behavior of interacting particle systems. It starts with introductory material on independent particles and goes all the way to nongradient systems, covering the entropy and the relative entropy methods, asymmetric processes from which hyperbolic equations emerge, the equilibrium fluctuations and the large deviations theory for short-range stochastic dynamics. It reviews, in appendices, some tools of Markov process theory and derives estimates on the spectral gap of reversible, conservative generators. The book is self-contained and can be read by graduate students in mathematics or mathematical physics with standard probability background. It can be used as a support for a graduate on stochastic processes.

The idea of writing up a book on the hydrodynamic behavior of interacting particle systems was born after a series of lectures Claude Kipnis gave at the University of Paris 7 in the spring of 1988. At this time Claude wrote some notes in French that covered Chapters 1 and 4, parts of Chapters 2, 5 and Appendix 1 of this book. His intention was to prepare a text that was as self-contained as possible. lt would include, for instance, all tools from Markov process theory ( cf. Appendix 1, Chaps. 2 and 4) necessary to enable mathematicians and mathematical physicists with some knowledge of probability, at the Ievel of Chung (1974), to understand the techniques of the theory of hydrodynamic Iimits of interacting particle systems. In the fall of 1991 Claude invited me to complete his notes with him and transform them into a book that would present to a large audience the latest developments of the theory in a simple and accessible form. To concentrate on the main ideas and to avoid unnecessary technical difficulties, we decided to consider systems evolving in finite lattice spaces and for which the equilibrium states are product measures. To illustrate the techniques we chose two well-known particle systems, the generalized exclusion processes and the zero-range processes. We also conceived the book in such a manner that most chapters can be read independently of the others. Here are some comments that might help readers find their way.

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 turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). 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.