Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices

DOI10.1016/0047-259X(87)90175-8zbMath0627.43009MaRDI QIDQ1092357

Audrey A. Terras

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

symmetric spacecentral limit theoremgeneral linear grouppositive matricesreal matricesasymptotics of spherical functionsrotation-invariant random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Harmonic analysis on homogeneous spaces (43A85) Connections of hypergeometric functions with groups and algebras, and related topics (33C80) Harmonic analysis and spherical functions (43A90)

Related Items

Central limit theorems for random walks associated with hypergeometric functions of type BC, The asymptotics of spherical functions and the central limit theorem on symmetric cones, Dispersion and limit theorems for random walks associated with hypergeometric functions of type \(BC\), Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices, The central limit theorem on spaces of positive definite matrices

Cites Work

• Zonal polynomials of the real positive definite symmetric matrices
• Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities
• A duality for symmetric spaces with applications to group representations. III: Tangent space analysis
• Multivariate calculation. Use of the continuous groups
• A duality for symmetric spaces with applications to group representations
• Siegel's modular forms and Dirichlet series. Course given at the University of Maryland, 1969-1970
• Special Functions for the Symmetric Space of Positive Matrices
• Random Matrices and Their Applications
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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