A central limit theorem on the space of positive definite symmetric matrices

DOI10.5802/AIF.1312zbMATH Open0736.60025OpenAlexW2322332231MaRDI QIDQ811548FDOQ811548

Authors: Piotr Graczyk 

Publication date: 1992

Published in: Annales de l’institut Fourier (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIF_1992__42_4_857_0

Recommendations

• The central limit theorem on spaces of positive definite matrices
• Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices
• The asymptotics of spherical functions and the central limit theorem on symmetric cones
• The central limit theorem on \(\text{SO}_0(p,q)/\text{SO}(p)\times \text{SO}(q)\)
• scientific article; zbMATH DE number 1210299

zbMATH Keywords

central limit theoremsymmetric spacesspherical functions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

• Title not available (Why is that?)
• On convexity, the Weyl group and the Iwasawa decomposition
• Title not available (Why is that?)
• Title not available (Why is that?)
• Semi-Groups of Measures on Lie Groups
• Isotropic infinitely divisible measures on symmetric spaces
• The central limit theorem on spaces of positive definite matrices
• Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities

Cited In (11)

• Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices
• Cramér theorem on symmetric spaces of noncompact type
• The asymptotics of spherical functions and the central limit theorem on symmetric cones
• Bochner and Schoenberg theorems on symmetric spaces in the complex case
• BM-CENTRAL LIMIT THEOREMS FOR POSITIVE DEFINITE REAL SYMMETRIC MATRICES
• Central limit theorems for random walks associated with hypergeometric functions of type BC
• Inequalities for central moments and spreads of matrices
• The central limit theorem on \(\text{SO}_0(p,q)/\text{SO}(p)\times \text{SO}(q)\)
• Dispersion and limit theorems for random walks associated with hypergeometric functions of type \(BC\)
• Central limit theorem on noncompact Riemannian symmetric spaces of rank one
• The central limit theorem on spaces of positive definite matrices

This page was built for publication: A central limit theorem on the space of positive definite symmetric matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q811548)