The central limit theorem in Lipschitz domains

DOI10.1007/S40574-014-0005-XMaRDI QIDQ461407zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• The central limit theorem in Lipschitz domains (an overview and the conformal invariance)
• Parabolic singular integrals in probability theory
• Marches aléatoires et théorie du potentiel dans les domaines lipschitziens. (Random walks and potential theory in Lipschitz domains)
• The central limit theorem for certain functionals of random walks
• Asymptotic expansions for the distributions of stopped random walks and first passage times

Cites work

• scientific article; zbMATH DE number 447275 (Why is no real title available?)
• scientific article; zbMATH DE number 4138253 (Why is no real title available?)
• scientific article; zbMATH DE number 16727 (Why is no real title available?)
• scientific article; zbMATH DE number 46646 (Why is no real title available?)
• scientific article; zbMATH DE number 3601900 (Why is no real title available?)
• scientific article; zbMATH DE number 3627589 (Why is no real title available?)
• scientific article; zbMATH DE number 638941 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• scientific article; zbMATH DE number 3329342 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• A backward Harnack inequality and Fatou theorem for nonnegative solutions of parabolic equations
• A new proof of Moser's parabolic Harnack inequality using the old ideas of Nash
• An Application of Homogenization Theory to Harmonic Analysis: Harnack Inequalities And Riesz Transforms on Lie Groups of Polynomial Growth
• Area Integral Estimates for Caloric Functions
• Behavior near the boundary of positive solutions of second order parabolic equations
• Boundary behavior of harmonic functions in non-tangentially accessible domains
• Bounds for the fundamental solution of a parabolic equation
• Classical potential theory and its probabilistic counterpart.
• Diffusion on Lie Groups (III)
• Estimates for Differences and Harnack Inequality for Difference Operators Coming From Random Walks with Symmetric, Spatially Inhomogeneous, Increments
• Gaussian Estimates in Lipschitz Domains
• Gaussian estimates for Markov chains and random walks on groups
• Gaussian upper bounds for the heat kernels of some second-order operators on Riemannian manifolds
• Harnack inequalities and difference estimates for random walks with infinite range
• Parabolic singular integrals in probability theory
• Potential theory in Lipschitz domains
• STABILIZATION OF SOLUTIONS OF THE THIRD MIXED PROBLEM FOR A SECOND ORDER PARABOLIC EQUATION IN A NONCYLINDRICAL DOMAIN
• Some properties of nonnegative solutions of parabolic differential operators
• The Dirichlet problem for second order parabolic operators
• The Method of Layer Potentials for the Heat Equation in Lipschitz Cylinders
• The central limit theorem in Lipschitz domains (an overview and the conformal invariance)
• The discrete and classical Dirichlet problem
• \(L^ 2\) solvability and representation by caloric layer potentials in time-varying domains

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
• scientific article; zbMATH DE number 5509960 (Why is no real title available?)
• Lindeberg's central limit theorem à la Hausdorff

This page was built for publication: The central limit theorem in Lipschitz domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q461407)