Limit laws for a coagulation model of interacting random particles (Q1109438)

The authors study the following equations: \[ X_ i^{(n)}(t)=X_ i^{(n)}(0)+W_ i(t) \] \[ \xi_ i^{(n)}(t)=\xi_ i^{(n)}(0)- \beta_ i[\int^{t}_{0}\quad \xi_ i^{(n)}(s)n^{- 1}\sum^{n}_{j=1,j\neq i}q(X_ i^{(n)}(s)-X_ j^{(n)}(s))\xi_ j^{(n)}(s)ds], \] \[ i=1,2,\cdot \cdot \cdot,n,t\geq 0, \] where \(W_ i\) are independent Brownian motions, \(\beta_ i\) are independent Poisson processes of parameter 1, q is a continuous, nonnegative function with compact support and \((X_ i^{(n)}(0)\), \(\xi_ i^{(n)}(0))\) are i.i.d. r.v.'s with values in \({\mathbb{R}}^ d\times \{0,1\}\). The paper deals with the law of large numbers for the empirical distributions \[ \mu_ n=n^{-1}\sum^{n}_{i=1}\delta_{(x_ i^{(n)},\xi_ i^{(n)})}\quad (n\to \infty) \] and the central limit theorem for \[ \mu^ 1_ n(t)=n^{-1}\sum^{n}_{i=1}\xi_ i^{(n)}(t)\delta_{x_ i^{(n)}(t)} \] i.e., the limit process of \[ Y_ n(t)=\sqrt{n}(\mu^ 1_ n(t)-\mu^ 1(t)),\quad n\to \infty, \] under some reasonable hypotheses.