A central limit theorem on the space of positive definite symmetric matrices (Q811548)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem on the space of positive definite symmetric matrices |
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A central limit theorem on the space of positive definite symmetric matrices (English)
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1992
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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 \({\mathcal P}_ n\).
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central limit theorem
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spherical functions
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symmetric spaces
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