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.
Publié le : 2009-04-15
Classification:
Central limit theorem,
differential equations,
random graphs,
minimum degree graph process,
d-process,
60F05,
05C80
@article{1241702246,
author = {Seierstad, Taral Guldahl},
title = {A central limit theorem via differential equations},
journal = {Ann. Appl. Probab.},
volume = {19},
number = {1},
year = {2009},
pages = { 661-675},
language = {en},
url = {http://dml.mathdoc.fr/item/1241702246}
}
Seierstad, Taral Guldahl. A central limit theorem via differential equations. Ann. Appl. Probab., Tome 19 (2009) no. 1, pp. 661-675. http://gdmltest.u-ga.fr/item/1241702246/