CLT for Ornstein-Uhlenbeck branching particle system
نویسندگان
چکیده
منابع مشابه
Ornstein - Uhlenbeck Process
Also, a process {Yt : t ≥ 0} is said to have independent increments if, for all t0 < t1 < . . . < tn, the n random variables Yt1 − Yt0 , Yt2 − Yt1 , ..., Ytn − Ytn−1 are independent. This condition implies that {Yt : t ≥ 0} is Markovian, but not conversely. The increments are further said to be stationary if, for any t > s and h > 0, the distribution of Yt+h− Ys+h is the same as the distributio...
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An N-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a (3N − 1)-dimensional sphere with radius fixed by the total energy. In the N → ∞ limit, a finite number of velocity components are shown to evolve independently and according...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2015
ISSN: 1083-6489
DOI: 10.1214/ejp.v20-4233