A fluctuation theorem for moderately interacting diffusion processes (Q1075698)
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scientific article; zbMATH DE number 3951730
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| English | A fluctuation theorem for moderately interacting diffusion processes |
scientific article; zbMATH DE number 3951730 |
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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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0.8097800016403198
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0.7505735158920288
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0.745130181312561
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0.7440176606178284
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