Limit theorems for radial random walks on p × q-matrices as p tends to infinity

DOI10.1002/mana.200710235zbMath1211.60001arXivmath/0703520MaRDI QIDQ3074994

Michael Voit, Margit Rösler

Publication date: 10 February 2011

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703520

zbMATH Keywords

asymptotics; large deviations; radial random walks; matrix cones; Bessel functions of matrix argument; Bessel functions associated with root systems; Bessel hypergroups; laws of large numbres

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

43A05: Measures on groups and semigroups, etc.

43A62: Harmonic analysis on hypergroups

44A10: Laplace transform

60B10: Convergence of probability measures

33C10: Bessel and Airy functions, cylinder functions, ({}_0F_1)

33C67: Hypergeometric functions associated with root systems

Related Items

Bessel convolutions on matrix cones: Algebraic properties and random walks, Integral representation and uniform limits for some Heckman-Opdam hypergeometric functions of type \textsl{BC}, LIMIT THEOREMS FOR RADIAL RANDOM WALKS ON EUCLIDEAN SPACES OF HIGH DIMENSIONS

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