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

DOI10.5802/aif.1312zbMath0736.60025OpenAlexW2322332231MaRDI QIDQ811548

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

zbMATH Keywords

spherical functionssymmetric spacescentral limit theorem

Mathematics Subject Classification ID

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

Related Items (5)

Central limit theorems for random walks associated with hypergeometric functions of type BC ⋮ Cramér theorem on symmetric spaces of noncompact type ⋮ The asymptotics of spherical functions and the central limit theorem on symmetric cones ⋮ Dispersion and limit theorems for random walks associated with hypergeometric functions of type \(BC\) ⋮ Bochner and Schoenberg theorems on symmetric spaces in the complex case

Cites Work

• Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities
• The central limit theorem on spaces of positive definite matrices
• Isotropic infinitely divisible measures on symmetric spaces
• Semi-Groups of Measures on Lie Groups
• On convexity, the Weyl group and the Iwasawa decomposition
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