Central limit theorem for a system of Markovian particles with mean field interactions

DOI10.1007/BF00532743zbMath0607.60095MaRDI QIDQ3746643

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

central limit theorem; Boltzmann's equation; multiple Wiener integrals; symmetric statistics; mean-field interaction; empirical measures; McKean measure; Cameron-Martin- Maruyama-Girsanov density

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60K35: Interacting random processes; statistical mechanics type models; percolation theory

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