A fluctuation theorem for moderately interacting diffusion processes

✍ Scribed by Karl Oelschläger

• Publisher: Springer
• Year: 1987
• Tongue: English
• Weight: 852 KB
• Volume: 74
• Category: Article
• ISSN: 1432-2064
• DOI: 10.1007/bf00363518

✦ Synopsis

We study the asymptotic behaviour of the fluctuations of the empirical processes of the second example of "moderately" interacting diffusion processes of [-3] and show that in the limit, as the number of different processes tends to infinity, these fluctuations behave gaussian.