Asymptotic fluctuations of a particle system with singular interaction.

DOI10.1016/S0304-4149(00)00100-9MaRDI QIDQ1888747zbMATH OpenWikidataFDO

Authors Stefan Israelsson

Publication date 26 November 2004

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4149(00)00100-9

zbMATH Keywords

distribution valued processfluctuation limitsingular interactionWigner semicircle law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalized stochastic processes (60G20) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Recommendations

• Limiting law of the fluctuation processes associated with the systems of randomly interacting particles with collisions
• scientific article; zbMATH DE number 3942681
• Some fluctuation results for weakly interacting multi-type particle systems
• A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems
• Global fluctuations in general \(\beta \) Dyson's Brownian motion

Cites work

• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Diffusing particles with electrostatic repulsion
• scientific article; zbMATH DE number 4104160 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1234098 (Why is no real title available?)
• scientific article; zbMATH DE number 1275422 (Why is no real title available?)
• scientific article; zbMATH DE number 3272562 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Interacting Brownian particles and the Wigner law
• On fluctuations of eigenvalues of random Hermitian matrices.
• Stable hydrodynamic limit fluctuations of a critical branching particle system in a random medium
• Stopping times and tightness
• The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
• Tightness of probabilities on C([0,1];\(S_ p\)) and D([0,1];\(S_ p\))

Cited in

(19)

• Global fluctuations for 1D log-gas dynamics
• Deviations from the circular law
• Asymptotics of a discrete-time particle system near a reflecting boundary
• Fluctuations for matrix-valued Gaussian processes
• Generalized Gibbs ensembles of the classical Toda chain
• Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
• A remark on the effect of random singular two-particle interactions
• Nonlinear fluctuations of weakly asymmetric interacting particle systems
• Global fluctuations for 1D log-gas dynamics. Covariance kernel and support
• Fluctuation theory for systems of signed and unsigned particles with interaction mechanisms based on intersection local times
• Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
• On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion
• Ballistic space-time correlators of the classical toda lattice
• Gaussian fluctuations for interacting particle systems with singular kernels
• Dynamical loop equation
• On the eigenvalue process of a matrix fractional Brownian motion
• Gaussian fluctuations for non-Hermitian random matrix ensembles
• Global fluctuations in general \(\beta \) Dyson's Brownian motion
• Fluctuations of eigenvalues and second order Poincaré inequalities

This page was built for publication: Asymptotic fluctuations of a particle system with singular interaction.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1888747)