A fluctuation theorem for moderately interacting diffusion processes (Q1075698): Difference between revisions

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Latest revision as of 08:54, 30 July 2024

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A fluctuation theorem for moderately interacting diffusion processes
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    A fluctuation theorem for moderately interacting diffusion processes (English)
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    1987
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    We study the asymptotic behaviour of the fluctuations of the empirical processes of the second example of ''moderately'' interacting diffusion processes [the author, ibid. 69, 279-322 (1985; Zbl 0549.60071)] and show that in the limit, as the number of different processes tends to infinity, these fluctuations behave Gaussian.
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    asymptotic behaviour
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    fluctuations of the empirical processes
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    interacting diffusion processes
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