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

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

2011-07-16

arxiv.org/abs/1107.3230v3

Mathematics

Probability

Scientific paper

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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