Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting particle systems

In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the associated linear functional derivative. This generalisation can be a...

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Veröffentlicht in:	arXiv.org 2021-10
Hauptverfasser:	Jourdain, Benjamin, Tse, Alvin
Format:	Artikel
Sprache:	eng
Schlagworte:	Dependence Empirical analysis Mathematical analysis Mathematics - Probability Monte Carlo simulation Random variables Theorems Variation
Online-Zugang:	Volltext
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