The central limit theorem on \(\text{SO}_0(p,q)/\text{SO}(p)\times \text{SO}(q)\) (Q5952045)

The works of \textit{P. Graczyk} [Ann. Inst. Fourier 42, 857-874 (1992; Zbl 0736.60025) and Bull. Sci. Math., II. Sér. 118, 105-116 (1994; Zbl 0829.43002)], \textit{A. Terras} [J. Multivariate Anal. 23, 13-36 (1987; Zbl 0627.43009) and ``Harmonic analysis on symmetric spaces and applications''. I, II (1985; Zbl 0574.10029 resp. 1988; Zbl 0668.10033)], \textit{D. St. P. Richards} [J. Multivariate Anal. 29, 326-332 (1989; Zbl 0681.60026)], the author [Pac. J. Math. 200, 251-256 (2001)] and \textit{G. Zhang} [Ann. Inst. Fourier 45, 565-575 (1995; Zbl 0820.43008)] on the central limit theorem concern mostly the spaces of positive definite matrices and symmetric cones. This setting also applies to Riemannian symmetric spaces in general. A central limit theorem for the space \(\text{SO}_0(p,q)/\text{SO}(p)\times{}\text{SO}(q)\) is proved. To achieve this, a Taylor expansion of the spectral function on the group \(\text{SO}_0(p,q)\) is derived. In technical details, the paper relayes on \textit{L.-K. Hua} [Ann. Math., II. Ser. 47, 167-191 (1946)] and the author [Can. Math. Bull. 42, 486-498 (1999; Zbl 0947.33010)].