The global fluctuation field of non-exchangeable interacting diffusions converges to the universal mean field SPDE limit under deterministic denseness conditions on the interaction matrix, with a sharp n^{-1/2} threshold.
Fouque,La convergence en loi pour les processus ` a valeurs dans un espace nucl´ eaire, Annales de l’Institut Henri Poincar´ e, Section B20(1984), no
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Universal Central Limit Theorem for non-exchangeable interacting diffusions
The global fluctuation field of non-exchangeable interacting diffusions converges to the universal mean field SPDE limit under deterministic denseness conditions on the interaction matrix, with a sharp n^{-1/2} threshold.