A central limit theorem via differential equations
arXiv:0906.4202 · doi:10.1214/08-AAP557
Abstract
In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further conditions are satisfied, the parameters converge to a multivariate normal distribution.
Published in at http://dx.doi.org/10.1214/08-AAP557 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)