{ "id": "0906.4202", "version": "v1", "published": "2009-06-23T09:38:12.000Z", "updated": "2009-06-23T09:38:12.000Z", "title": "A central limit theorem via differential equations", "authors": [ "Taral Guldahl Seierstad" ], "comment": "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", "doi": "10.1214/08-AAP557", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2009-06-23T09:38:12.000Z" } ], "analyses": { "subjects": [ "60F05", "05C80" ], "keywords": [ "central limit theorem", "differential equations", "wormald gave general criteria", "discrete random processes", "multivariate normal distribution" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0906.4202G" } } }