Transition from Gaussian to non-Gaussian fluctuations for mean-field diffusions in spatial interaction

DOI10.1214/16-AAP1194zbMath1358.60104arXiv1502.00532OpenAlexW3103517479WikidataQ105584291 ScholiaQ105584291MaRDI QIDQ511491

Eric Luçon, Wilhelm Stannat

Publication date: 21 February 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.00532

zbMATH Keywords

stochastic partial differential equationsfluctuationsKuramoto modelweakly interacting diffusionsneuronal modelsspatially-extended particle systemsweighted empirical measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

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