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.
Mitoma,An∞-dimensional inhomogeneous Langevin’s equation, Journal of Functional Analysis61 (1985), 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.