Central limit theorem for a system of Markovian particles with mean field interactions

DOI10.1007/BF00532743zbMATH Open0607.60095MaRDI QIDQ3746643FDOQ3746643

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Recommendations

scientific article; zbMATH DE number 3879839
LAWS OF LARGE NUMBERS FOR PAIRWISE INTERACTING PARTICLE SYSTEMS
A martingale approach to the law of large numbers for weakly interacting stochastic processes
scientific article; zbMATH DE number 854873
Large deviations from the mckean-vlasov limit for weakly interacting diffusions

zbMATH Keywords

central limit theorem multiple Wiener integrals symmetric statistics mean-field interaction empirical measures Boltzmann's equation McKean measure Cameron-Martin- Maruyama-Girsanov density

Mathematics Subject Classification ID

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

Cites Work

Cited In (55)

Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
Pathwise large deviations for the pure jump \(k\)-nary interacting particle systems
Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients
Propagation of chaos for diffusing particles of two types with singular mean field interaction
Weakly interacting particle systems on inhomogeneous random graphs
Central limit theorem for nonlinear filtering and interacting particle systems
A functional central limit theorem for a nonequilibrium model of interacting particles with unbounded intensity
Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
Nonlinear Markov processes in big networks
Well-posedness of some non-linear stable driven SDEs
Tagged particle motion in a clustered random walk system
Random periodic solutions for a class of hybrid stochastic differential equations
On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
Title not available (Why is that?)
Some fluctuation results for weakly interacting multi-type particle systems
Feller property and exponential ergodicity of diffusion processes with state-dependent switching
Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
The propagation of chaos for interacting individuals in a large population
Local equilibrium for a one dimensional zero range process
On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching
Probabilistic interpretation and numerical approximation of a Kac equation without cutoff
Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
Propagation of chaos in entropy
A Berry-Esseen theorem for Feynman-Kac and interacting particle models
Law of large numbers and central limit theorem for unbounded jump mean- field models
Mean field interaction on random graphs with dynamically changing multi-color edges
Concentration inequalities for mean field particle models
Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
High-dimensional central limit theorems for a class of particle systems
Solutions of a class of nonlinear master equations
Stability of precise Laplace's method under approximations; Applications
Moderate deviation principles for weakly interacting particle systems
Central limit theorem through expansion of the propagation of chaos for Bird and Nanbu systems
Asymptotic properties of jump-diffusion processes with state-dependent switching
Markov properties of the fluctuation limit of a particle system with death
A stochastic particle numerical method for 3D Boltzmann equations without cutoff
Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
On the stability of jump-diffusions with Markovian switching
Central limit theorem for a class of linear systems
Fluctuations for a fully connected loss network with alternate routing
Diffusion with interactions and collisions between coloured particles and the propagation of chaos
Large deviations for Markov processes with mean field interaction and unbounded jumps
Nonlinear limit for a system of diffusing particles which alternate between two states
Fluctuations in a Markovian system of pairwise interacting particles
Recursive tree processes and the mean-field limit of stochastic flows
Chaos hypothesis for a system interacting through shared resources
Propagation of chaos for a fully connected loss network with alternate routing
Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions
On mean field systems with multi-classes
Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS
Propagation of chaos: a review of models, methods and applications. II: Applications
Binomial Boltzmann processes: Convergence of the fluctuations
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

This page was built for publication: Central limit theorem for a system of Markovian particles with mean field interactions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3746643)