Diffusive clustering of interacting Brownian motions on

Achim Klenke

Stochastic Processes and their Applications, 2000, vol. 89, issue 2, 261-268

Abstract: In this paper we investigate the cluster behavior of linearly interacting Brownian motions indexed by . We show that (on a logarithmic scale) the block average process converges in path space to Brownian motion.

Keywords: Interacting; particle; systems; Longtime; behavior; Pathwise; convergence; Gaussian; processes (search for similar items in EconPapers)
Date: 2000
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