Scaling limits for random walks and diffusions with long memory -- resolvent methods
Lectures at the Hilversum Doctoral School, 12-14 May 2014 on
1. Introduction Setup, notation, motivating examples, warming up
2-3. Martingale approximation and central limit theorem for additive functionals of Markov processes -- Kipnis-Varadhan theory
4. Application to tagged particle difusion in simple exclusion processes: (a) symmetric; (b) zero-mean asymmetric
5. Application to random walk in divergence-free random drift field
References