Fluctuations in a Markovian system of pairwise interacting particles

DOI10.1007/BF00320923zbMath0635.60092OpenAlexW2072680482MaRDI QIDQ1097590

Kôhei Uchiyama

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00320923

zbMATH Keywords

Boltzmann equationmaster equationCameron-Martin formulatwo-speed gas modelvariance functional for fluctuations

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (6)

Fluctuations for a fully connected loss network with alternate routing ⋮ On large deviations for particle systems associated with spatially homogeneous Boltzmann type equations ⋮ Central limit theorem through expansion of the propagation of chaos for Bird and Nanbu systems ⋮ A central limit theorem for conservative fragmentation chains ⋮ Large deviations for Kac-like walks ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications

Cites Work

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• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• Fluctuations of Markovian systems in Kac's caricature of a Maxwellian gas
• Central limit theorem for a simple diffusion model of interacting particles
• Central limit theorem for a system of Markovian particles with mean field interactions
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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