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

DOI10.1007/BF00532743zbMath0607.60095MaRDI QIDQ3746643

Publication date: 1985

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

zbMATH Keywords

central limit theorem Boltzmann's equation multiple Wiener integrals symmetric statistics mean-field interaction empirical measures 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)

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