CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS

We consider a system of particles with locations { $X_{i}$ $^{n}$ (t):t$\geq$0,i＝1,…,n} in $R^{d}$ , time-varying weights { $A_{i}$ $^{n}$ (t) : t $\geq$0,i ＝ 1,…,n} and weighted empirical measure processes $V^{n}$ (t)＝1/n$\Sigma$$_{i=1}$$^{n}$ $A_{i}$ $^{n}$ (t)$\delta$ $X_{i}$ $^{n}$ (t), where $\delta$$_{x}$ is the Dirac measure. It is known that there exists the limit of { $V_{n}$ } in the week* topology on M( $R^{d}$ ) under suitable conditions. If { $X_{i}$ $^{n}$ , $A_{i}$ $^{n}$ , $V^{n}$ } satisfies some diffusion equations, applying Ito formula, we prove a central limit type theorem for the empirical process { $V^{n}$ }, i.e., we consider the convergence of the processes η$_{t}$ $^{n}$ ≡ n( $V^{n}$ -V). Besides, we study a characterization of its limit.t.