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

DOI10.5802/AIF.1312MaRDI QIDQ811548zbMATH OpenOpenAlexFDO

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, https://eudml.org/doc/74976

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)

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Cites work

• scientific article; zbMATH DE number 3864136 (Why is no real title available?)
• scientific article; zbMATH DE number 41535 (Why is no real title available?)
• scientific article; zbMATH DE number 3208256 (Why is no real title available?)
• Isotropic infinitely divisible measures on symmetric spaces
• Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities
• On convexity, the Weyl group and the Iwasawa decomposition
• Semi-Groups of Measures on Lie Groups
• The central limit theorem on spaces of positive definite matrices

Cited in

(11)

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

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