CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS

- Journal title : Journal of the Korean Mathematical Society
- Volume 41, Issue 5, 2004, pp.773-793
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/JKMS.2004.41.5.773

Title & Authors

CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS

Cho, Nhan-Sook; Kwon, Young-Mee;

Cho, Nhan-Sook; Kwon, Young-Mee;

Abstract

We consider a system of particles with locations { (t):t0,i＝1,…,n} in , time-varying weights { (t) : t 0,i ＝ 1,…,n} and weighted empirical measure processes (t)＝1/n (t) (t), where is the Dirac measure. It is known that there exists the limit of { } in the week* topology on M( ) under suitable conditions. If { , , } satisfies some diffusion equations, applying Ito formula, we prove a central limit type theorem for the empirical process { }, i.e., we consider the convergence of the processes η ≡ n( -V). Besides, we study a characterization of its limit.t.

Keywords

central limit theorem;Ito formula;SDE;weighted Sobolev space;

Language

English

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