Limit theorems for compact two-point homogeneous spaces of large dimensions

DOI10.1007/BF02214654MaRDI QIDQ678081zbMATH OpenOpenAlexFDO

Authors Michael Voit

Publication date 1 September 1997

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02214654

zbMATH Keywords

\(d\)-spherescentral limit theoremshypergroupsisotropic random walksnoncentral \(\chi^ 2\)-distributionorthogonal polynomialsprojective spaces

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cites work

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Cited in

(8)

• Rates of convergence to Gaussian measures on \(n\)-spheres and Jacobi hypergroups
• Limit theorems for random walks on the double coset spaces U(n)//U(n-1) for n
• A central limit theorem for random walks on the dual of a compact Grassmannian
• Limit theorems for radial random walks on p × q-matrices as p tends to infinity
• A Poincaré limit theorem for wrapped probability distributions on compact symmetric spaces
• Asymptotics of Heat Kernels on Projective Spaces of Large Dimensions and on Disk Hypergroups
• scientific article; zbMATH DE number 910656 (Why is no real title available?)
• Random walks in the high-dimensional limit. I: The Wiener spiral.

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