An infinite dimensional central limit theorem for correlated martingales

Ilie Grigorescu

Annales de l'I.H.P. Probabilités et statistiques (2004)

  • Volume: 40, Issue: 2, page 167-196
  • ISSN: 0246-0203

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Grigorescu, Ilie. "An infinite dimensional central limit theorem for correlated martingales." Annales de l'I.H.P. Probabilités et statistiques 40.2 (2004): 167-196. <http://eudml.org/doc/77805>.

@article{Grigorescu2004,
author = {Grigorescu, Ilie},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Gaussian random field; Fluctuations from hydrodynamic limit; Central limit theorem},
language = {eng},
number = {2},
pages = {167-196},
publisher = {Elsevier},
title = {An infinite dimensional central limit theorem for correlated martingales},
url = {http://eudml.org/doc/77805},
volume = {40},
year = {2004},
}

TY - JOUR
AU - Grigorescu, Ilie
TI - An infinite dimensional central limit theorem for correlated martingales
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2004
PB - Elsevier
VL - 40
IS - 2
SP - 167
EP - 196
LA - eng
KW - Gaussian random field; Fluctuations from hydrodynamic limit; Central limit theorem
UR - http://eudml.org/doc/77805
ER -

References

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  13. [13] J. Quastel, F. Rezakhanlou, S.R.S. Varadhan, Large deviations for the symmetric simple exclusion process in dimensions d≥3, Probab. Theory Related Fields113 (1) (1999) 1-84. Zbl0928.60087
  14. [14] K. Ravishankar, Fluctuations from the hydrodynamical limit for the symmetric simple exclusion in Zd, Stochastic Process. Appl.42 (1) (1992) 31-37. Zbl0754.60127MR1172505
  15. [15] A.N. Shiryaev, Probability, Translated from the Russian by R.P. Boas , Graduate Texts in Math., vol. 95, Springer-Verlag, New York, 1984. Zbl0536.60001MR737192
  16. [16] A.S. Sznitman, A fluctuation result for nonlinear diffusions, in: Infinite-Dimensional Analysis and Stochastic Processes (Bielefeld, 1983), Res. Notes in Math., vol. 124, Pitman, Boston, 1985, pp. 145-160. Zbl0578.60096MR865024

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