A central limit theorem for Gibbs measures relative to Brownian motion

被引：18

作者：

Betz, V

Spohn, H

机构：

[1] GSF Forschungszentrum, Inst Biomath & Biometrie, D-85758 Neuherberg, Germany

[2] Tech Univ Munich, Zentrum Math, D-85747 Garching, Germany

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2005年 / 131卷 / 03期

关键词：

Stochastic Process; Brownian Motion; Probability Theory; Limit Theorem; Mathematical Biology;

D O I：

10.1007/s00440-004-0381-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study a Gibbs measure over Brownian motion with a pair potential which depends only on the increments. Assuming a particular form of this pair potential, we establish that in the infinite volume limit the Gibbs measure can be viewed as Brownian motion moving in a dynamic random environment. Thereby we are in a position to use the technique of Kipnis and Varadhan and to prove a functional central limit theorem.

引用

页码：459 / 478

页数：20

共 13 条

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[Anonymous], AMS MATH SURVEYS MON

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