LIMIT THEOREMS FOR RADIAL RANDOM WALKS ON EUCLIDEAN SPACES OF HIGH DIMENSIONS

DOI10.1017/S144678871400024XzbMath1319.60042arXiv1210.7090MaRDI QIDQ2925689

Waldemar Grundmann

Publication date: 17 October 2014

Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.7090

zbMATH Keywords

central limit theoremsEuclidean spacesradial random walks

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

Central limit theorems for random walks associated with hypergeometric functions of type BC ⋮ Central limit theorems for multivariate Bessel processes in the freezing regime ⋮ Limit theorems for multivariate Bessel processes in the freezing regime

Cites Work

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• Bessel functions of matrix argument
• Dependence of the Berry-Esseen estimate on the dimension
• Spaces with an abstract convolution of measures
• Uniform rates of convergence in the CLT for quadratic forms in multidimensional spaces
• Central limit theorems for radial random walks on  matrices for
• Limit theorems for radial random walks on p × q-matrices as p tends to infinity
• A new class of matrix variate elliptically contoured distributions

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