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Central limit theorems for radial random walks on \(p \times q\) matrices for \(p \to \infty\) - MaRDI portal

Central limit theorems for radial random walks on \(p \times q\) matrices for \(p \to \infty\) (Q2882910)

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scientific article; zbMATH DE number 6032984
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English
Central limit theorems for radial random walks on \(p \times q\) matrices for \(p \to \infty\)
scientific article; zbMATH DE number 6032984

    Statements

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    11 May 2012
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    radial random walks
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    central limit theorems
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    random matrices
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    large dimensions
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    matrix cones
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    Bessel convolution
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    Bessel functions of matrix argument
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    Central limit theorems for radial random walks on \(p \times q\) matrices for \(p \to \infty\) (English)
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