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2009 Central Limit Theorem for Linear Stochastic Evolutions
Makoto Nakashima
J. Math. Kyoto Univ. 49(1): 201-224 (2009). DOI: 10.1215/kjm/1248983037

Abstract

We consider a Markov chain with values in [0,$\infty$)$^{\mathbb{z}d}$. The Markov chain includes some interesting examples such as the oriented site percolation, the directed polymers in random environment, and a time discretization of the binary contact process. We prove a central limit theorem for “the spatial distribution of population” when $d\geq 3$ and a certain square-integrability condition for the total population is satisfied. This extends a result known for the directed polymers in random environment to a large class of models.

Citation

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Makoto Nakashima. "Central Limit Theorem for Linear Stochastic Evolutions." J. Math. Kyoto Univ. 49 (1) 201 - 224, 2009. https://doi.org/10.1215/kjm/1248983037

Information

Published: 2009
First available in Project Euclid: 30 July 2009

zbMATH: 1171.60005
MathSciNet: MR2531137
Digital Object Identifier: 10.1215/kjm/1248983037

Rights: Copyright © 2009 Kyoto University

Vol.49 • No. 1 • 2009
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