A central limit theorem via differential equations

Authors
Seierstad Taral Guldahl
Citation
Seierstad Taral Guldahl, A central limit theorem via differential equations, Annals of applied probability , 19(2), 2009, pp. 661-675
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
19
Issue
2
Year of publication
2009
Pages
661 - 675
Database
ACNP
SICI code
Abstract
In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further conditions are satisfied, the parameters converge to a multivariate normal distribution.