A CLT for dependent random variables, with an application to an infinite system of interacting diffusion processes
| Autor: | Fei Pu, Davar Khoshnevisan, David Nualart, Le Chen |
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| Rok vydání: | 2020 |
| Předmět: |
Random field
010504 meteorology & atmospheric sciences Applied Mathematics General Mathematics Probability (math.PR) 0207 environmental engineering Asymptotic independence 02 engineering and technology 01 natural sciences Dependent random variables FOS: Mathematics Statistical physics Diffusion (business) 020701 environmental engineering Mathematics - Probability 0105 earth and related environmental sciences Central limit theorem Mathematics |
| DOI: | 10.48550/arxiv.2005.05827 |
| Popis: | 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 Itô-type diffusion processes. |
| Databáze: | OpenAIRE |
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