A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\)

DOI10.1016/j.spl.2011.11.018zbMath1239.60022arXiv1107.3230OpenAlexW2025277586MaRDI QIDQ419188

Marc Yor, Stavros Vakeroudis

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.3230

zbMATH Keywords

central limit theoremOrnstein-Uhlenbeck processesBrownian motion in the unit sphere in \(\mathbb R^{n}\)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Related Items (2)

Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\) ⋮ Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically

Cites Work

• Unnamed Item
• Unnamed Item
• The mean first rotation time of a planar polymer
• A propos de l'inverse du mouvement brownien
• Distribution-valued processes arising from independent Brownian motions
• Limit theorems for a class of diffusion processes
• On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity
• On the growth of stochastic integrals

This page was built for publication: A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\)