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arXiv · 0906.4202

A central limit theorem via differential equations

Taral Guldahl Seierstad
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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.

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Taral Guldahl Seierstad. 2009-06-23. A central limit theorem via differential equations. https://doi.org/10.1214/08-aap557

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