Central limit theorem for solutions of random initialized differential equations: a simple proof

DOI10.1155/JAMSA/2006/35206MaRDI QIDQ871325zbMATH OpenOpenAlexFDO

Authors Ileana Iribarren, José R. León

Publication date 19 March 2007

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/53342

zbMATH Keywords

Burgers' equationcentral limit theoremnoncentral limit theoremrandom initial conditionsthird-order heat-type equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15)

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Cited in

(6)

• A central limit theorem via differential equations
• A central limit theorem for integrals with respect to random measures
• Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
• Solutions of First Order Linear Partial Differential Equations Related to Urn Models and Central Limit Theorems
• Central limit theorem for finite- and infinite-dimensional diffusions in ergodic environments
• Macroscaling limit theorems for filtered spatiotemporal random fields

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