The central limit theorem on spaces of positive definite matrices

DOI10.1016/0047-259X(89)90031-6zbMath0681.60026MaRDI QIDQ1823538

Donald St. P. Richards

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

positive definite matricescentral-limit-type-theoremHelgason-Fourier- transform

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Exact distribution theory in statistics (62E15) Representations of groups, semigroups, etc. (aspects of abstract harmonic analysis) (43A65)

Related Items (4)

Central limit theorems for random walks associated with hypergeometric functions of type BC ⋮ Dispersion and limit theorems for random walks associated with hypergeometric functions of type \(BC\) ⋮ Bochner and Schoenberg theorems on symmetric spaces in the complex case ⋮ A central limit theorem on the space of positive definite symmetric matrices

Cites Work

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• Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices
• Multivariate calculation. Use of the continuous groups
• Special Functions of Matrix Argument. I: Algebraic Induction, Zonal Polynomials, and Hypergeometric Functions
• The Linearization of the Product of Two Zonal Polynomials

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