CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS

Title & Authors
CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS
Cho, Nhan-Sook; Kwon, Young-Mee;

Abstract
We consider a system of particles with locations { $\small{X_{i}}$ $\small{^{n}}$ (t):t$\small{\geq}$0,i＝1,…,n} in $\small{R^{d}}$ , time-varying weights { $\small{A_{i}}$ $\small{^{n}}$ (t) : t $\small{\geq}$0,i ＝ 1,…,n} and weighted empirical measure processes $\small{V^{n}}$ (t)＝1/n$\small{\Sigma}$\$_{i
Keywords
central limit theorem;Ito formula;SDE;weighted Sobolev space;
Language
English
Cited by
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