A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes
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- by Le Chen, Davar Khoshnevisan, David Nualart and Fei Pu
- Proc. Amer. Math. Soc. 149 (2021), 5367-5384
- DOI: https://doi.org/10.1090/proc/15614
- Published electronically: September 28, 2021
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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 Itô-type diffusion processes.References
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Bibliographic Information
- Le Chen
- Affiliation: Department of Mathematics, Emory University, Atlanta, Georgia, 30322
- MR Author ID: 1076493
- ORCID: 0000-0001-8010-136X
- Email: le.chen@emory.edu
- Davar Khoshnevisan
- Affiliation: Department of Mathematics, University of Utah, Salt Lake City, Utah, 84112
- MR Author ID: 302544
- Email: davar@math.utah.edu
- David Nualart
- Affiliation: Department of Mathematics, University of Kansas, Lawrence, Kansas, 66045
- MR Author ID: 132560
- Email: nualart@ku.edu
- Fei Pu
- Affiliation: Department of Mathematics, University of Utah, Salt Lake City, Utah, 84112
- MR Author ID: 993216
- ORCID: 0000-0003-0038-297X
- Email: pu@math.utah.edu
- Received by editor(s): May 12, 2020
- Received by editor(s) in revised form: July 15, 2020, October 14, 2020, February 26, 2021, and April 4, 2021
- Published electronically: September 28, 2021
- Additional Notes: The second author’s research was supported by DMS-1855439.
The third author’s research was supported in part by NSF grants DMS-1811181. - Communicated by: Qi-Man Shao
- © Copyright 2021 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 149 (2021), 5367-5384
- MSC (2020): Primary 60F05; Secondary 60H10, 60J60, 60K35
- DOI: https://doi.org/10.1090/proc/15614
- MathSciNet review: 4327439