A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\)
type: Item
instance of: scholarly article
title: A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\)
zbMATH Open document ID: 1239.60022
author: Stavros Vakeroudis
author: Marc Yor
published in: Statistics \& Probability Letters
publication date: 2012-05-18T00:00:00Z
full work available at URL: https://arxiv.org/abs/1107.3230
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6036283
zbMATH Keywords: central limit theorem
zbMATH Keywords: Brownian motion in the unit sphere in \(\mathbb R^{n}\)
zbMATH Keywords: Ornstein-Uhlenbeck processes
MaRDI profile type: Publication
OpenAlex ID: W2025277586
arXiv ID: 1107.3230
cites work: Distribution-valued processes arising from independent Brownian motions
cites work: Q3910361
cites work: Limit theorems for a class of diffusion processes
cites work: Q4226355
cites work: On the growth of stochastic integrals
cites work: On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity
cites work: The mean first rotation time of a planar polymer
cites work: A propos de l'inverse du mouvement brownien
DOI: 10.1016/J.SPL.2011.11.018
description: scientific article; zbMATH DE number 6036283