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.

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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

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008872794