A note on the central limit theorem for a one-sided reflected Ornstein-Uhlenbeck process
Probability
2023-02-27 v1
Abstract
In this short communication we present a (functional) central limit theorem for the idle process of a one-sided reflected Ornstein-Uhlenbeck proces.
Cite
@article{arxiv.1601.05653,
title = {A note on the central limit theorem for a one-sided reflected Ornstein-Uhlenbeck process},
author = {Michel Mandjes and Peter Spreij},
journal= {arXiv preprint arXiv:1601.05653},
year = {2023}
}