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

2020/05/12 by Chen, Le, Khoshnevisan, Davar, Nualart, David +1
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2005.05827

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 Itô-type diffusion processes.

Related

• The Central Limit Theorem for Weakly Dependent Random Variables by the Moment Method
• Central Limit Theorem for Linear Processes with Infinite Variance
• CLT for continuous random processes under approximations terms
• A central limit theorem for stationary random fields
• Central limit theorem over non-linear functionals of empirical measures: beyond the iid setting