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arXiv:0906.4202 [math.PR]AbstractReferencesReviewsResources

A central limit theorem via differential equations

Taral Guldahl Seierstad

Published 2009-06-23Version 1

In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further conditions are satisfied, the parameters converge to a multivariate normal distribution.

Comments: Published in at http://dx.doi.org/10.1214/08-AAP557 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Applied Probability 2009, Vol. 19, No. 2, 661-675
Categories: math.PR
Subjects: 60F05, 05C80
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