Random walk on spheres

DOI10.1007/BF00536088zbMath0222.60043MaRDI QIDQ5627475

Nicholas H. Bingham

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (19)

A spectral radius formula for the Fourier transform on compact groups and applications to random walks ⋮ Gaussian random fields on the sphere and sphere cross line ⋮ Rates of convergence to Gaussian measures on \(n\)-spheres and Jacobi hypergroups ⋮ Laws of large numbers for hypergroups on \({\mathbb{R}}_+\) ⋮ Gaussian random fields: with and without covariances ⋮ One-dimensional hypergroups ⋮ Drift of random walks and limit theorems ⋮ Homomorphisms from Functional Equations in Probability ⋮ CONTINUOUS ASSOCIATION SCHEMES AND HYPERGROUPS ⋮ Moment functions and central limit theorem for Jacobi hypergroups on \([0,\infty [\) ⋮ Gaussian processes on compact symmetric spaces ⋮ Limit theorems for compact two-point homogeneous spaces of large dimensions ⋮ \(\alpha\) -self-similar Markov processes ⋮ Anomalous recurrence properties of many-dimensional zero-drift random walks ⋮ Stable laws and Beurling kernels ⋮ Modelling dynamic portfolio risk using risk drivers of elliptical processes ⋮ The central limit theorem for Chébli-Trimèche hypergroups ⋮ Convolution mixtures of infinitely divisible distributions ⋮ Edgeworth expansion on n-spheres and Jacobi hypergroups

Cites Work

• Isotropic infinitely divisible measures on symmetric spaces
• Integral representations for Jacobi polynomials and some applications
• Representations of compact groups and spherical harmonics
• Random walks with spherical symmetry
• Positive definite functions on spheres
• Random walk on a sphere and on a Riemannian manifold
• Delphic semi-groups, infinitely divisible regenerative phenomena, and the arithmetic of p-functions
• Integral Representations for Ultraspherical Polynomials
• Random walk on a circle
• Dispersion on a Sphere
• Positive Zonal Functions on Spheres
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