Donsker's invariance principle for Lie groups (Q1263858): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q115240742 / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aop/1176991265 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2086460954 / rank | |||
Normal rank | |||
Latest revision as of 19:23, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Donsker's invariance principle for Lie groups |
scientific article |
Statements
Donsker's invariance principle for Lie groups (English)
0 references
1989
0 references
The author establishes a functional central limit theorem for Lie groups under a mixing hypothesis. The main theorem generalizes results of Billingsley for Euclidean spaces and of the author [Probab. Theory Relat. Fields 76, 133-166 (1987; Zbl 0628.60018)] for the general linear group. In the context of this paper, the methods of \textit{D. W. Stroock} and \textit{S. R. S. Varadhan} [Sankhyā, Ser. A 35, 277-294 (1973; Zbl 0299.60007)] are extremely relevant.
0 references
functional central limit theorem
0 references
