Diffusive clustering of interacting Brownian motions on
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.
Year of publication: |
2000
|
---|---|
Authors: | Klenke, Achim |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 89.2000, 2, p. 261-268
|
Publisher: |
Elsevier |
Keywords: | Interacting particle systems Longtime behavior Pathwise convergence Gaussian processes |
Saved in:
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