A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn
Probability
2011-11-30 v3
Abstract
We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere and we obtain a Central Limit Theorem for a sequence of such Brownian motions. We also generalize the results to the case of the -dimensional Ornstein-Uhlenbeck processes.
Keywords
Cite
@article{arxiv.1107.3230,
title = {A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn},
author = {Stavros Vakeroudis and Marc Yor},
journal= {arXiv preprint arXiv:1107.3230},
year = {2011}
}