A central limit theorem on the space of positive definite symmetric matrices (Q811548): Difference between revisions

A central limit theorem is proved on the space \({\mathcal P}_ n\) of positive definite symmetric matrices. To do this, some natural analogs of the mean and dispersion on \({\mathcal P}_ n\) are defined and investigated. One uses a Taylor expansion of the spherical functions on \({\mathcal P}_ n\).