A central limit theorem via differential equations
Taral Guldahl Seierstad
Source: Ann. Appl. Probab. Volume 19, Number 2
(2009), 661-675.
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.
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Keywords: Central limit theorem; differential equations; random graphs; minimum degree graph process; d-process
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aoap/1241702246
Digital Object Identifier: doi:10.1214/08-AAP557
Zentralblatt MATH identifier: 05566096
Mathematical Reviews number (MathSciNet): MR2521884
References
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Digital Object Identifier: doi:10.1214/aop/1176996608
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Mathematical Reviews (MathSciNet): MR1384372
Zentralblatt MATH: 0847.05084
Digital Object Identifier: doi:10.1214/aoap/1177004612
Project Euclid: euclid.aoap/1177004612
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