A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes

DOI10.1090/proc/15614zbMath1475.60051arXiv2005.05827OpenAlexW3205575150MaRDI QIDQ5157812

David Nualart, Le Chen, Fei Pu, Davar Khoshnevisan

Publication date: 20 October 2021

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.05827

zbMATH Keywords

central limit theoremasymptotic independencestationary processesshort-range dependenceinteracting diffusions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Cites Work

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