Donsker's invariance principle for Lie groups

DOI10.1214/aop/1176991265zbMath0688.60003OpenAlexW2086460954WikidataQ115240742 ScholiaQ115240742MaRDI QIDQ1263858

Joseph C. Watkins

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991265

zbMATH Keywords

functional central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Markov processes (60J99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (3)

From random walks to rough paths ⋮ Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I ⋮ Donsker's fuzzy invariance principle under the Lindeberg condition

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