Source: Ann. Appl. Probab.
Volume 19, Number 2
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.
 Hurewicz, W. (1958). Lectures on Ordinary Differential Equations. The Technology Press of the Massachusetts Institute of Technology, Cambridge, MA.
Mathematical Reviews (MathSciNet): MR90703
 Kang, M. and Seierstad, T. G. (2007). Phase transition of the minimum degree random multigraph process. Random Structures Algorithms 31 330–353.
 McLeish, D. L. (1974). Dependent central limit theorems and invariance principles. Ann. Probab. 2 620–628.
Mathematical Reviews (MathSciNet): MR358933
 Ruciński, A. and Wormald, N. C. (1992). Random graph processes with degree restrictions. Combin. Probab. Comput. 1 169–180.
 Tong, Y. L. (1990). The Multivariate Normal Distribution. Springer, New York.
 Wormald, N. C. (1995). Differential equations for random processes and random graphs. Ann. Appl. Probab. 5 1217–1235.
 Wormald, N. C. (1999). The differential equation method for random graph processes and greedy algorithms. In Lectures on Approximation and Randomized Algorithms. (M. Karoński and H. J. Prömel, eds.) 75–152. PWN, Warsaw.