{ "id": "1107.3230", "version": "v3", "published": "2011-07-16T12:59:18.000Z", "updated": "2011-11-29T14:40:52.000Z", "title": "A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn", "authors": [ "Stavros Vakeroudis", "Marc Yor" ], "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v3", "updated": "2011-11-29T14:40:52.000Z" } ], "analyses": { "keywords": [ "central limit theorem", "brownian motion", "unit sphere", "dimensional ornstein-uhlenbeck processes", "stochastic differential equation" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011arXiv1107.3230V" } } }