Asymptotic fluctuations of a particle system with singular interaction.

DOI10.1016/S0304-4149(00)00100-9zbMath1053.60104WikidataQ126550388 ScholiaQ126550388MaRDI QIDQ1888747

Stefan Israelsson

Publication date: 26 November 2004

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

zbMATH Keywords

singular interactionfluctuation limitWigner semicircle lawdistribution valued process

Mathematics Subject Classification ID

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

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Cites Work

• Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
• Stable hydrodynamic limit fluctuations of a critical branching particle system in a random medium
• The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
• Stopping times and tightness
• Interacting Brownian particles and the Wigner law
• Diffusing particles with electrostatic repulsion
• On fluctuations of eigenvalues of random Hermitian matrices.
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
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