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- W2300647890 abstract "We study the spectral measure for stationary transformations, and then apply to Ergodic theorem and Central limit theorem. We study also martingale process with a new proof of the central limit theorem without Fourier analysis. For the central limit theorem for random walks in random environment, we give two methods to obtain it: martingale approximation and moments. The method of martingales solves Dirichlet's equation (I −P )h = 0, and the method of moments solves Poisson's equation (I − P )h = f . Finally, we can use the second method to prove the Einstein relation for reversible diffusions in random environment in one dimension." @default.
- W2300647890 created "2016-06-24" @default.
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- W2300647890 date "2012-06-25" @default.
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- W2300647890 title "Limit theorems for stationary processes" @default.
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