GENERAL SOLUTION OF THE FUNCTIONAL CENTRAL LIMIT PROBLEMS ON A LIE GROUP

DOI10.1142/S0219025704001529MaRDI QIDQ4474482zbMATH OpenOpenAlexWikidataFDO

Authors Gyula Pap

Publication date 12 July 2004

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219025704001529

zbMATH Keywords

process with independent incrementsconvolution hemigroupsFunctional central limit theory

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Analysis on real and complex Lie groups (22E30)

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Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A Hille-Yosida theory for evolutions
• Convergence and convolutions of probability measures on a topological group
• Convergence of noncommutative triangular arrays of probability measures on a Lie group
• Hemigroups of probability measures on a locally compact group
• PROBABILITIES ON LIE GROUPS
• Projective Lie algebra bases of a locally compact group and uniform differentiability

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(13)

• A limit theorem for randomly stopped independent increment processes on separable metrizable groups
• Convergence of evolution operator families and its applications to functional limit theorems
• Donsker's invariance principle for Lie groups
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• scientific article; zbMATH DE number 4028494 (Why is no real title available?)
• Functional central limit theorems on Lie groups. A survey
• Inhomogeneous Lévy processes in Lie groups and homogeneous spaces
• scientific article; zbMATH DE number 910641 (Why is no real title available?)
• Functional central limit theorems for locally compact groups: The use of infinite dimensional Fourier analysis
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