Time-scales for Gaussian approximation and its breakdown under a hierarchy of periodic spatial heterogeneities

DOI10.2307/3318682zbMath0841.60065OpenAlexW4249500552MaRDI QIDQ1903606

Friedrich Götze, Rabi N. Bhattacharya

Publication date: 12 December 1995

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1186078363

zbMATH Keywords

diffusion processGaussian limittime-scale

Mathematics Subject Classification ID

Diffusion processes (60J60) Convergence of probability measures (60B10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Multiscale diffusion processes with periodic coefficients and an application to solute transport in porous media ⋮ Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales

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