Central Limit Theorem for Linear Stochastic Evolutions
Nakashima, Makoto
J. Math. Kyoto Univ., Tome 49 (2009) no. 1, p. 201-224 / Harvested from Project Euclid
We consider a Markov chain with values in [0,$\infty$)$^{\mathbb{z}d}$. The Markov chain includes some interesting examples such as the oriented site percolation, the directed polymers in random environment, and a time discretization of the binary contact process. We prove a central limit theorem for “the spatial distribution of population” when $d\geq 3$ and a certain square-integrability condition for the total population is satisfied. This extends a result known for the directed polymers in random environment to a large class of models.
Publié le : 2009-05-15
Classification: 
@article{1248983037,
     author = {Nakashima, Makoto},
     title = {Central Limit Theorem for Linear Stochastic Evolutions},
     journal = {J. Math. Kyoto Univ.},
     volume = {49},
     number = {1},
     year = {2009},
     pages = { 201-224},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1248983037}
}
Nakashima, Makoto. Central Limit Theorem for Linear Stochastic Evolutions. J. Math. Kyoto Univ., Tome 49 (2009) no. 1, pp.  201-224. http://gdmltest.u-ga.fr/item/1248983037/