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Page 1: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 2: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 3: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 4: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 5: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 6: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 7: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 8: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 9: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 10: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 11: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 12: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 13: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 14: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 15: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 16: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 17: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 18: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 19: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]
Page 20: client.blueskybroadcast.com · 2013. 8. 1. · Jean- Christophe Mourrat Quantitative homogenization and random walks . Variance decay We want as t —Y -+00. More precisely, var[vt]

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