A central limit theorem via differential equations
Probability
2009-06-24 v1
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.
Cite
@article{arxiv.0906.4202,
title = {A central limit theorem via differential equations},
author = {Taral Guldahl Seierstad},
journal= {arXiv preprint arXiv:0906.4202},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.1214/08-AAP557 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)