Central limit theorem for a simple diffusion model of interacting particles

Random fields (60G60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17)

Cited In (30)

Nonlinear Markov semigroups and interacting Lévy type processes
The LAN property for McKean-Vlasov models in a mean-field regime
Trajectorial fluctuations and time-localization of Cox systems of independent motions
Convergence of \({\mathcal S}'\)-valued processes and space-time random fields
Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
A formalism for evaluating analytically the cross-correlation structure of a firing-rate network model
Gaussian random fields, infinite dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes
Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
Local equilibrium for a one dimensional zero range process
Strategic interaction in trend-driven dynamics
From the master equation to mean field game limit theory: a central limit theorem
An \(\infty\)-dimensional inhomogeneous Langevin's equation
Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
Uniform convergence in some limit theorems for multiple particle systems
Law of large numbers and central limit theorem for unbounded jump mean- field models
Stability of precise Laplace's method under approximations; Applications
Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
Gaussian fluctuations for interacting particle systems with singular kernels
On the optimal rate for the convergence problem in mean field control
Stochastic evolution equations driven by nuclear-space-valued martingales
Escape from the unstable equilibrium in a random process with infinitely many interacting particles
Large deviations for interacting particle systems: Applications to non-linear filtering
Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
Selection by vanishing common noise for potential finite state mean field games
Fluctuations in a Markovian system of pairwise interacting particles
Nonparametric estimation for interacting particle systems: McKean-Vlasov models
Propagation of chaos: a review of models, methods and applications. II: Applications
Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients
Asymptotic dynamics, non-critical and critical fluctuations for a geometric long-range interacting model
Central limit theorem for a system of Markovian particles with mean field interactions

This page was built for publication: Central limit theorem for a simple diffusion model of interacting particles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1157083)