A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn

Abstract : We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere $S_{n-1}subsetmathbb{R}^{n}$ and we obtain a Central Limit Theorem for a sequence of such Brownian motions. We also generalize the results to the case of the $n$-dimensional Ornstein-Uhlenbeck processes.
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Preprints, Working Papers, ...
2011
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https://hal.archives-ouvertes.fr/hal-00608880
Contributor : Stavros Vakeroudis <>
Submitted on : Tuesday, November 29, 2011 - 3:33:24 PM
Last modification on : Tuesday, October 11, 2016 - 1:45:11 PM
Document(s) archivé(s) le : Monday, December 5, 2016 - 7:45:31 AM

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  • HAL Id : hal-00608880, version 3
  • ARXIV : 1107.3230

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Stavros Vakeroudis, Marc Yor. A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn. 2011. <hal-00608880v3>

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