A CLT for dependent random variables, with an application to an infinite system of interacting diffusion processes

Abstract

We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting Itô-type diffusion processes.

References in corpus (1)

• Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition

Cited by in corpus (1)

• Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method