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

DOI10.1007/BF00532743MaRDI QIDQ3746643zbMATH OpenFDO

Authors Tokuzo Shiga, Hiroshi Tanaka

Publication date 1985

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

Full work available at URL https://doi.org/10.1007/BF00532743

zbMATH Keywords

central limit theoremmultiple Wiener integralssymmetric statisticsmean-field interactionempirical measuresBoltzmann's equationMcKean measureCameron-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)

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Cited in

(58)

• Propagation of chaos for diffusing particles of two types with singular mean field interaction
• Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients
• Weakly interacting particle systems on inhomogeneous random graphs
• Pathwise large deviations for the pure jump k-nary interacting particle systems
• 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
• Nonlinear Markov processes in big networks
• Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
• Well-posedness of some non-linear stable driven SDEs
• Tagged particle motion in a clustered random walk system
• On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
• Random periodic solutions for a class of hybrid stochastic differential equations
• scientific article; zbMATH DE number 3879839 (Why is no real title available?)
• Some fluctuation results for weakly interacting multi-type particle systems
• Feller property and exponential ergodicity of diffusion processes with state-dependent switching
• Existence and uniqueness for McKean-Vlasov equations with singular interactions
• Local equilibrium for a one dimensional zero range process
• The propagation of chaos for interacting individuals in a large population
• Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
• 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
• Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
• 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
• Distribution dependent birth-death processes: \( \mathbb{W}_p\)-estimate, ergodicity and propagation of chaos
• 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
• Moderate deviation principles for weakly interacting particle systems
• Stability of precise Laplace's method under approximations; Applications
• Central limit theorem through expansion of the propagation of chaos for Bird and Nanbu systems
• Markov properties of the fluctuation limit of a particle system with death
• Asymptotic properties of jump-diffusion processes with state-dependent switching
• Central limit theorem for a class of linear systems
• Fluctuations for a fully connected loss network with alternate routing
• A stochastic particle numerical method for 3D Boltzmann equations without cutoff
• Diffusion with interactions and collisions between coloured particles and the propagation of chaos
• On the stability of jump-diffusions with Markovian switching
• Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
• Nonlinear limit for a system of diffusing particles which alternate between two states
• Large deviations for Markov processes with mean field interaction and unbounded jumps
• 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
• Solving McKean-Vlasov SDEs via relative entropy
• Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
• Propagation of chaos: a review of models, methods and applications. II: Applications
• CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS
• Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients
• Binomial Boltzmann processes: Convergence of the fluctuations
• Asymptotic dynamics, non-critical and critical fluctuations for a geometric long-range interacting model

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