Central limit theorems for random walks associated with hypergeometric functions of type BC

DOI10.4064/cm7981-2-2020zbMath1484.60024arXiv1802.05147OpenAlexW3035221772MaRDI QIDQ5037766

Merdan Artykov, Michael Voit

Publication date: 4 March 2022

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.05147

zbMATH Keywords

spherical functionscentral limit theoremshypergroupslaws of large numbersmoment functionshypergeometric functions associated with root systemsnoncompact Grassmann manifoldsrandom walks on symmetric spaces

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Harmonic analysis on hypergroups (43A62) Harmonic analysis and spherical functions (43A90) Hypergeometric functions associated with root systems (33C67)

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Cites Work

• Moment functions and central limit theorem for Jacobi hypergroups on \([0,\infty [\)
• A central limit theorem on the space of positive definite symmetric matrices
• Positive convolution structure for a class of Heckman-Opdam hypergeometric functions of type BC
• Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices
• Harmonic analysis of probability measures on hypergroups
• Moment functions and laws of large numbers on hypergroups
• Spaces with an abstract convolution of measures
• A Laplace-type representation of the generalized spherical functions associated with the root systems of type \(A\)
• The central limit theorem for Chébli-Trimèche hypergroups
• The central limit theorem on spaces of positive definite matrices
• Harmonic analysis for certain representations of graded Hecke algebras
• Central limit theorems for hyperbolic spaces and Jacobi processes on \([0,\infty [\)
• Dispersion and limit theorems for random walks associated with hypergeometric functions of type \(BC\)
• Contributions to the hypergeometric function theory of Heckman and Opdam: Sharp estimates, Schwartz space, heat kernel
• Asymptotics of Harish-Chandra expansions, bounded hypergeometric functions associated with root systems, and applications
• Integral representation and uniform limits for some Heckman-Opdam hypergeometric functions of type \textsl{BC}
• Limit transition between hypergeometric functions of type BC and type A
• LIMIT THEOREMS FOR RADIAL RANDOM WALKS ON EUCLIDEAN SPACES OF HIGH DIMENSIONS
• A Laplace-type representation for some generalized spherical functions of type $BC$
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