22. chen.khoshnevisan.ea:21:clt#
A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes
Le Chen, Davar Khoshnevisan, David Nualart, and Fei Pu
Abstract: We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It^o-type diffusion processes.
MSC 2010 subject classifications: Primary. 60F05; Secondary. 60H10, 60J60, 60K35.
Keywords: central limit theorems, stationary processes, short-range dependence, asymptotic independence, interacting diffusions.
[CKNP21a] Chen, Le, Khoshnevisan, Davar, Nualart, David & Pu, Fei (2021) ‘A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes’, Proc. Amer. Math. Soc. 149, 5367–5384. <https://doi.org/10.1090/proc/15614>
@article{chen.khoshnevisan.ea:21:clt,
author = {Chen, Le and Khoshnevisan, Davar and Nualart, David and Pu, Fei},
title = {A {CLT} for dependent random variables with an application to an infinite system of interacting diffusion processes},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {149},
year = {2021},
number = {12},
pages = {5367--5384},
issn = {0002-9939},
mrclass = {60F05},
mrnumber = {4327439},
mrreviewer = {Yoshihiko Maesono},
doi = {10.1090/proc/15614},
url = {https://doi.org/10.1090/proc/15614}
}
References: Bertoin [Ber96]; Bradley [Bra05]; Bradley [Bra07]; Carmona and Molchanov [CM94]; Chen et al. [CKNP21b]; Chen et al. [CKNP22a]; Chen et al. [CKNP22b]; Deuschel [Deu88]; Esary et al. [EPW67]; Federer [Fed69]; Ibragimov [Ibr62]; Jakubowski [Jak91]; Karatzas and Shreve [KS91]; Khoshnevisan and Kim [KK15]; Lahiri [Lah03]; Merlevède et al. [MerlevedePU06]; Newman and Wright [NW81]; Nualart [Nua09]; Rosenblatt [Ros72]; Sanz-Solé and Sarrà [SSS02];