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An Invariance Principle for the Tagged Particle Process in Continuum with Singular Interaction Potential
Diffusion processes interacting continuous particle systems random environment invariance principles
2011/9/1
Abstract: We consider the dynamics of a tagged particle in an infinite particle environment moving according to a stochastic gradient dynamics. For singular interaction potentials this tagged particle...
A strong invariance principle for nonconventional sums
strong approximations limit theorems martingale approximation
2011/1/21
In [12] we obtained a functional central limit theorem (known also as a weak invariance principle) for sums of the form P[Nt] n=1 FX(n),X(2n), ...,X(kn),X(qk+1(n)),X(qk+2(n)),
The Invariance Principle for Linear Processes Generated by a Negatively Associated Sequence and Its Applications
linear process negatively associated sequence
2007/12/11
In this paper, we obtain the invariance principle for linear processes generated by a negatively associated sequence.