Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices (Q1092357)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices |
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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 (English)
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1987
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In an earlier paper [ibid. 15, 261-276 (1984; Zbl 0551.60022)] the author used harmonic analysis to obtain a central limit theorem for rotation- invariant random variables on the symmetric space of the special linear group of 2 by 2 real matrices of determinant one. The present paper generalizes the result to the symmetric space of the general linear group of 3 by 3 nonsingular real matrices.
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positive matrices
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asymptotics of spherical functions
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central limit theorem
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rotation-invariant random variables
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symmetric space
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real matrices
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general linear group
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