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arXiv · 2005.05827

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
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Abstract

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.

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Le Chen, Davar Khoshnevisan, David Nualart, Fei Pu. 2020-05-12. A CLT for dependent random variables, with an application to an infinite system of interacting diffusion processes. https://arxiv.org/abs/2005.05827

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