4 papers
A Logarithmic Fluctuation Hierarchy for Sequential Interacting Diffusions
Zhenfu Wang, Xianliang Zhao
We study Gaussian fluctuations for a lower-triangular system of interacting diffusions in which particle interacts only with its predecessors. Although the empirical measure of…
Quantitative Convergence for Sequential Interacting Diffusions via Incremental Relative Entropy
Zhenfu Wang, Xianliang Zhao
We study a lower-triangular system of interacting diffusions in which particle \(i\) interacts only with its predecessors through the empirical measure \(μ^{i-1}_t\). This gives a…
Mean-field limit of Non-exchangeable interacting diffusions with singular kernels
Zhenfu Wang, Xianliang Zhao, Rongchan Zhu
The mean-field limit of interacting diffusions without exchangeability, caused by weighted interactions and non-i.i.d. initial values, are investigated. The weights could be signed…
Gaussian fluctuations for interacting particle systems with singular kernels
Zhenfu Wang, Xianliang Zhao, Rongchan Zhu
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation…