Title of article :
Asymptotic fluctuations of a particle system with singular interaction
Author/Authors :
Israelsson، نويسنده , , Stefan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
A particle system on the real line with singular interaction consisting of electrostatic repulsion and a linear restoring force is considered. The empirical measure process is known to converge weakly in a space of continuous-measure-valued functions. In this work we show that the fluctuations around the limiting process, appropriately scaled, converge weakly to a Gaussian-distribution-valued process.
Keywords :
Singular interaction , Fluctuation limit , Distribution valued process , Wigner semicircle law
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications