Uniform convergence in some limit theorems for multiple particle systems
For n particles diffusing throughout R (or Rd), let [eta]n,t(A), A [epsilon] B, t [greater-or-equal, slanted]0, be the random measure that counts the number of particles in A at time t. It is shown that for some basic models (Brownian particles with or without branching and diffusion with a simple interaction) the processes {([eta]n,t(ø) - E[eta]n,t(ø))/[radical sign]n:t [epsilon] [0,M], ø [epsilon] C[alpha]L(R)}, n [epsilon] N, converge in law uniformly in (t, ø). Previous results consider only convergence in law uniform in t but not in ø. The methods used are from empirical process theory.
Year of publication: |
1997
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Authors: | Giné, Evarist ; Wellner, Jon A. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 72.1997, 1, p. 47-72
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Publisher: |
Elsevier |
Keywords: | Brownian motion Distribution-valued processes Central limit theorem Empirical processes Holder functions Particle systems |
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