The Annals of Probability

A Martingale Approach to the Law of Large Numbers for Weakly Interacting Stochastic Processes

Karl Oelschlager

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Abstract

It is shown that certain measure-valued stochastic processes describing the time evolution of systems of weakly interacting particles converge in the limit, when the particle number goes to infinity, to a deterministic nonlinear process.

Article information

Source
Ann. Probab., Volume 12, Number 2 (1984), 458-479.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993301

Digital Object Identifier
doi:10.1214/aop/1176993301

Mathematical Reviews number (MathSciNet)
MR735849

Zentralblatt MATH identifier
0544.60097

JSTOR
links.jstor.org

Subjects
Primary: 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43]
Secondary: 60F05: Central limit and other weak theorems

Keywords
Interacting stochastic processes law of large numbers martingales

Citation

Oelschlager, Karl. A Martingale Approach to the Law of Large Numbers for Weakly Interacting Stochastic Processes. Ann. Probab. 12 (1984), no. 2, 458--479. doi:10.1214/aop/1176993301. https://projecteuclid.org/euclid.aop/1176993301


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