An invariance principle for Markov processes and Brownian particles with singular interaction

Hirofumi Osada

doi:10.1016/S0246-0203(98)80031-9

An invariance principle for Markov processes and Brownian particles with singular interaction

Hirofumi Osada

Research output: Contribution to journal › Article › peer-review

13 Citations (Scopus)

Abstract

We prove an invariance principle for functionals of Markov processes. As an application we prove an invariance principle for tagged particles of Brownian particles with non-symmetric interactions.

Original language	English
Pages (from-to)	217-248
Number of pages	32
Journal	Annales de l'institut Henri Poincare (B) Probability and Statistics
Volume	34
Issue number	2
DOIs	https://doi.org/10.1016/S0246-0203(98)80031-9
Publication status	Published - 1998
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/S0246-0203(98)80031-9

Cite this

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title = "An invariance principle for Markov processes and Brownian particles with singular interaction",

abstract = "We prove an invariance principle for functionals of Markov processes. As an application we prove an invariance principle for tagged particles of Brownian particles with non-symmetric interactions.",

author = "Hirofumi Osada",

note = "Funding Information: * HO was supported in parts by Japan Society for Promotion of Science (JSPS).",

year = "1998",

doi = "10.1016/S0246-0203(98)80031-9",

language = "English",

volume = "34",

pages = "217--248",

journal = "Annales de l'institut Henri Poincare (B) Probability and Statistics",

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AU - Osada, Hirofumi

N1 - Funding Information: * HO was supported in parts by Japan Society for Promotion of Science (JSPS).

PY - 1998

Y1 - 1998

N2 - We prove an invariance principle for functionals of Markov processes. As an application we prove an invariance principle for tagged particles of Brownian particles with non-symmetric interactions.

AB - We prove an invariance principle for functionals of Markov processes. As an application we prove an invariance principle for tagged particles of Brownian particles with non-symmetric interactions.

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U2 - 10.1016/S0246-0203(98)80031-9

DO - 10.1016/S0246-0203(98)80031-9

M3 - Article

AN - SCOPUS:21844479334

SN - 0246-0203

VL - 34

SP - 217

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JO - Annales de l'institut Henri Poincare (B) Probability and Statistics

JF - Annales de l'institut Henri Poincare (B) Probability and Statistics

IS - 2

ER -

An invariance principle for Markov processes and Brownian particles with singular interaction

Abstract

All Science Journal Classification (ASJC) codes

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