Central limit theorems for radial random walks on \(p \times q\) matrices for \(p \to \infty\) (Q2882910)

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scientific article; zbMATH DE number 6032984
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    Central limit theorems for radial random walks on \(p \times q\) matrices for \(p \to \infty\)
    scientific article; zbMATH DE number 6032984

      Statements

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      11 May 2012
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      radial random walks
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      central limit theorems
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      random matrices
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      large dimensions
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      matrix cones
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      Bessel convolution
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      Bessel functions of matrix argument
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      Central limit theorems for radial random walks on \(p \times q\) matrices for \(p \to \infty\) (English)
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