A functional central limit theorem for particle systems under polynomial growth conditions, with applications to statistics
Year: 2026
Type: preprint
Abstract: We establish a functional central limit theorem (CLT) for fluctuations of time-integrated functionals of empirical measures arising from interacting McKean--Vlasov particle systems. Our framework allows for coefficients with unbounded spatial growth and dependence on arbitrarily high-order moments of the measure variable, extending the scope of the existing fluctuation theory. The proof uses a novel approach combining linear functional differentiation with new well-posedness results and estimates for perturbed backward parabolic equations in polynomially weighted Schauder spaces, yielding a martingale-type representation of the fluctuations with an asymptotically negligible remainder. The limiting process is shown to be centred Gaussian with an explicit covariance structure. As a statistical application, we derive the asymptotic theory underlying hypothesis tests for both the temporal constancy of population characteristics and parametric restrictions on the drift coefficient.
Source: arXiv (Cornell University)
Authors: Podolskij, Mark, Wunderlich, Fabrice
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7223812664