A CENTRAL LIMIT THEOREM VIA DIFFERENTIAL EQUATIONS
成果类型：
Article
署名作者：
Seierstad, Taral Guldahl
署名单位：
University of Oslo
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/08-AAP557
发表日期：
2009
页码：
661-675
关键词：
摘要：
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.