The central limit theorem in Lipschitz domains

DOI10.1007/S40574-014-0005-XzbMATH Open1306.60012OpenAlexW2149347650MaRDI QIDQ461407FDOQ461407

Authors: N. Th. Varopoulos 

Publication date: 10 October 2014

Published in: Bollettino dell'Unione Matematica Italiana (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40574-014-0005-x

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zbMATH Keywords

central limit theoremBrownian motiontransition densityLipschitz boundaryelliptic differential operatorcentered random walkstopped random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Boundary behavior of harmonic functions in higher dimensions (31B25)

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Cited In (11)

• The Levy-Lindeberg Central Limit Theorem in Orlicz Spaces L φ
• Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
• Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity
• Marches aléatoires et théorie du potentiel dans les domaines lipschitziens. (Random walks and potential theory in Lipschitz domains)
• A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions
• Hitting probabilities and uniformly \(S\)-transient subgraphs
• The central limit theorem in Lipschitz domains (an overview and the conformal invariance)
• Parabolic singular integrals in probability theory
• The 4-Player Gambler’s Ruin Problem
• Title not available (Why is that?)
• Lindeberg's central limit theorem à la Hausdorff

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