Asymptotic fluctuations of a particle system with singular interaction

Stefan Israelsson

Stochastic Processes and their Applications, 2001, vol. 93, issue 1, 25-56

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; Wigner; semicircle; law; Fluctuation; limit; Distribution; valued; process (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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