Fluctuations in a Markovian system of pairwise interacting particles
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Publication:1097590
DOI10.1007/BF00320923zbMath0635.60092MaRDI QIDQ1097590
Publication date: 1988
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Boltzmann equation; master equation; Cameron-Martin formula; two-speed gas model; variance functional for fluctuations
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
Related Items
Fluctuations for a fully connected loss network with alternate routing, On large deviations for particle systems associated with spatially homogeneous Boltzmann type equations
Cites Work
- Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
- Fluctuations of Markovian systems in Kac's caricature of a Maxwellian gas
- Central limit theorem for a simple diffusion model of interacting particles
- Central limit theorem for a system of Markovian particles with mean field interactions
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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