scientific article; zbMATH DE number 6458574

zbMATH Open1316.60016MaRDI QIDQ5262333FDOQ5262333

Authors Daniel W. Stroock, S. R. S. Varadhan 

Publication date 13 July 2015

Mathematics Subject Classification ID

Markov processes (60J99) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Recommendations

• On random walks in large compact Lie groups
• Limit theorems for random walks in the general linear group
• Limit theorems for certain branching random walks on compact groups and homogeneous spaces
• Limit theorems for probability measures on simply connected nilpotent Lie groups
• Limit theorems for rank-one Lie groups
• Diffusion approximations for random walks on nilpotent Lie groups
• Almost invariance of distributions for random walks on groups
• The Liouville property and random walks on topological groups

Cited In (8)

• Limiting Directions for Random Walks in Classical Affine Weyl Groups
• Random Action of Compact Lie Groups and Minimax Estimation of a Mean Pattern
• Limit theorems for rank-one Lie groups
• Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group
• Limit theorems for certain branching random walks on compact groups and homogeneous spaces
• Limit Set of Branching Random Walks on Hyperbolic Groups
• Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\)
• Diffusion approximations for random walks on nilpotent Lie groups

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