arXiv:1107.3230 Abstract | arXiv Analytics

arXiv:1107.3230 [math.PR]Abstract References Reviews Resources

A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn

Published 2011-07-16, updated 2011-11-29Version 3

We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere $S_{n-1}subsetmathbb{R}^{n}$ and we obtain a Central Limit Theorem for a sequence of such Brownian motions. We also generalize the results to the case of the $n$-dimensional Ornstein-Uhlenbeck processes.

Categories: math.PR

Keywords: central limit theorem, brownian motion, unit sphere, dimensional ornstein-uhlenbeck processes, stochastic differential equation

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