An infinite dimensional central limit theorem for correlated martingales

DOI10.1016/J.ANIHPB.2003.03.001zbMATH Open1042.60016OpenAlexW2110554859MaRDI QIDQ1434443

Ilie Grigorescu

Publication date: 4 August 2004

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2004__40_2_167_0

zbMATH Keywords

Gaussian random fieldCentral limit theoremFluctuations from hydrodynamic limit

Mathematics Subject Classification ID

Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17)

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