Donsker's invariance principle for Lie groups (Q1263858): Difference between revisions
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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 |
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Donsker's invariance principle for Lie groups (English)
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1989
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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.
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functional central limit theorem
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