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A Central Limit Theorem for a System of Interacting Particles

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Stochastic Space—Time Models and Limit Theorems

Part of the book series: Mathematics and Its Applications ((MAIA,volume 19))

Abstract

Consider a system of particles moving at random in ℤd in such a way that its probability law is stationary in time and invariant under spatial shifts; denote by X(j,t) the number of particles at site j at time t, let ρ be its expectation. The corresponding fluctuation processes are the S’-valued processes Nε, defined by

$$ \begin{array}{*{20}{c}} {{N^\varepsilon }\left( {\phi ,t} \right) = {\varepsilon ^{d/2}} \cdot \sum\limits_j {\phi \left( {\varepsilon j} \right)\left( {X\left( {j,t\mathop \varepsilon \nolimits^{ - 2} } \right) - \rho } \right),} }&{\phi \varepsilon S} \end{array} $$
((1))

(S’: space of Schwartz distributions on Rd, S: space of rapidly decaying smooth functions).

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References

  1. Th. Brox, H. Rost: ‘Equilibrium fluctuations of stochastic particle systems: the role of conserved quantities! Ann.Probability 12 (1984).

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© 1985 D. Reidel Publishing Company

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Rost, H. (1985). A Central Limit Theorem for a System of Interacting Particles. In: Arnold, L., Kotelenez, P. (eds) Stochastic Space—Time Models and Limit Theorems. Mathematics and Its Applications, vol 19. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-5390-1_13

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  • DOI: https://doi.org/10.1007/978-94-009-5390-1_13

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-8879-4

  • Online ISBN: 978-94-009-5390-1

  • eBook Packages: Springer Book Archive

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