Central limit theorem for a system of Markovian particles with mean field interactions
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Publication:3746643
DOI10.1007/BF00532743zbMath0607.60095MaRDI QIDQ3746643
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
central limit theorem; Boltzmann's equation; multiple Wiener integrals; symmetric statistics; mean-field interaction; empirical measures; McKean measure; Cameron-Martin- Maruyama-Girsanov density
60F05: Central limit and other weak theorems
60K35: Interacting random processes; statistical mechanics type models; percolation theory
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Cites Work
- Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
- Symmetric statistics, Poisson point processes, and multiple Wiener integrals
- Central limit theorem for a simple diffusion model of interacting particles
- On Itô’s Stochastic Integral Equations
- On Square Integrable Martingales
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