A CLT for dependent random variables, with an application to an infinite system of interacting diffusion processes
Probability
2021-10-19 v2
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.
Cite
@article{arxiv.2005.05827,
title = {A CLT for dependent random variables, with an application to an infinite system of interacting diffusion processes},
author = {Le Chen and Davar Khoshnevisan and David Nualart and Fei Pu},
journal= {arXiv preprint arXiv:2005.05827},
year = {2021}
}