Interacting Brownian particles and the Wigner law
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Publication:1326345
DOI10.1007/BF01196734zbMath0794.60100MaRDI QIDQ1326345
Publication date: 15 August 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
stochastic differential equationstightnessmeasure-valued processWigner lawinteracting diffusing particlesCauchy initial distribution
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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