arXiv Analytics

Sign in

arXiv:2005.05827 [math.PR]AbstractReferencesReviewsResources

A CLT for dependent random variables, with an application to an infinite system of interacting diffusion processes

Le Chen, Davar Khoshnevisan, David Nualart, Fei Pu

Published 2020-05-12Version 1

We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion processes.

Categories: math.PR
Related articles: Most relevant | Search more
arXiv:math/0604125 [math.PR] (Published 2006-04-06)
Maximum principle for SPDEs and its applications
arXiv:1009.3373 [math.PR] (Published 2010-09-17)
A new formula for some linear stochastic equations with applications
arXiv:1208.5196 [math.PR] (Published 2012-08-26, updated 2012-09-29)
Oscillation of harmonic functions for subordinate Brownian motion and its applications

Links

Toolbox