A central limit theorem via differential equations

@inproceedings{Seierstad2009ACL,
  title={A central limit theorem via differential equations},
  author={Taral Guldahl Seierstad},
  year={2009}
}
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. 1. Main theorem. In this paper, we consider parameters defined on random discrete processes. When the parameters change by only a small amount from one state in the process to… CONTINUE READING

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