### 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 | |

State | Published - Mar 1986 |

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### ASJC Scopus subject areas

- Statistical and Nonlinear Physics
- Physics and Astronomy(all)
- Mathematical Physics

### Cite this

*Communications in Mathematical Physics*,

*104*(1), 1-19. https://doi.org/10.1007/BF01210789

**Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions.** / Kipnis, C.; Varadhan, Srinivasa.

Research output: Contribution to journal › Article

*Communications in Mathematical Physics*, vol. 104, no. 1, pp. 1-19. https://doi.org/10.1007/BF01210789

}

TY - JOUR

T1 - Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

AU - Kipnis, C.

AU - Varadhan, Srinivasa

PY - 1986/3

Y1 - 1986/3

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=34250130646&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=34250130646&partnerID=8YFLogxK

U2 - 10.1007/BF01210789

DO - 10.1007/BF01210789

M3 - Article

AN - SCOPUS:34250130646

VL - 104

SP - 1

EP - 19

JO - Communications in Mathematical Physics

JF - Communications in Mathematical Physics

SN - 0010-3616

IS - 1

ER -