Functional central limit theorem for tagged particle dynamics in stochastic ranking process

DOI10.2996/KMJ/1383660689MaRDI QIDQ389043zbMATH OpenOpenAlexFDO

Authors Yukio Nagahata

Publication date 17 January 2014

Published in Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2996/kmj/1383660689

zbMATH Keywords

functional central limit theoremtagged particlestochastic ranking process

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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(4)

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• The small noise limit of order-based diffusion processes
• Cancellation of fluctuation in stochastic ranking process with space-time dependent intensities
• Tagged particle dynamics in stochastic ranking process

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