S. R. S. Varadhan

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

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.

Nonlinear Diffusion Limit for a System with Nearest Neighbor Interactions

We consider a system of interacting diffusions. The variables are to be thought of as charges at sites indexed by a periodic one-dimensional lattice. The diffusion preserves the total charge and the interaction is of nearest neighbor type. With the appropriate scaling of lattice spacing and time, a nonlinear diffusion equation is derived for the time evolution of the macroscopic charge density.

Hydrodynamical limit for a Hamiltonian system with weak noise

Starting from a general hamiltonian system with superstable pairwise potential, we construct a stochastic dynamics by adding a noise term which exchanges the momenta of nearby particles. We prolve that, in the scaling limit, the time conserved quantities, energy, momenta and density, satisfy the Euler equation of conservation laws up to a fixed timet provided that the Euler equation has a smooth solution with a given initial data up to timet. The strength of the noise term is chosen to be very small (but nonvanishing) so that it disappears in the scaling limit.

Large Deviations for Stationary Gaussian Processes

In their previous work on large deviations the authors always assumed the base process to be Markovian whereas here they consider the base process to be stationary Gaussian. Similar large deviation results are obtained under natural hypotheses on the spectral density function of the base process. A rather explicit formula for the entropy involved is also obtained.

Scaling limits for interacting diffusions

We consider a large number of particles diffusing on a circle interacting through a drift resulting from the gradient of a pair potential whose support is of the order of the interparticle distance. We derive a nonlinear bulk diffusion equation for the density of the particle distribution on the circle. The diffusion coefficient is determined as a function of density in terms of standard thermodynamical objects.

Scaling Limit for Interacting Ornstein-Uhlenbeck Processes *

The problem of describing the bulk behavior of an interacting system consisting of a large number of particles comes up in different contexts. See for example [1] for a recent exposition. In [4] one of the authors considered the case of interacting diffusions on a circle and proved that the density of particles evolves according to a nonlinear diffusion equation. The interacting particles evolved according to a generator that was symmetric in equilibrium. In this article we consider interacting Ornstein-Uhlenbeck processes. Here the diffusion generator is not symmetric relative to the equilibrium and the earlier methods have to be modified considerably. We use some ideas that were employed in [3] to extend the central limit theorem from the symmetric to nonsymmetric cases.

Nonconventional limit theorems in discrete and continuous time via martingales

We obtain functional central limit theorems for both discrete time expressions of the form

Random walks in a random environment

1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})

On viscosity and fluctuation-dissipation in exclusion processes

and similar expressions in the continuous time where the sum is replaced by an integral. Here

Nonconventional large deviations theorems

X(n),n\geq0