Central limit theorems for radial random walks on matrices for

DOI10.1515/APAM-2012-0003zbMath1242.60025arXiv1201.3816OpenAlexW4253168622MaRDI QIDQ2882910

Michael Voit

Publication date: 11 May 2012

Published in: Advances in Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.3816

zbMATH Keywords

random matricescentral limit theoremsBessel convolutionlarge dimensionsradial random walksmatrix conesBessel functions of matrix argument

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Harmonic analysis on hypergroups (43A62) Other hypergeometric functions and integrals in several variables (33C70) Convergence of probability measures (60B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (4)

LIMIT THEOREMS FOR RADIAL RANDOM WALKS ON EUCLIDEAN SPACES OF HIGH DIMENSIONS ⋮ Moment functions and central limit theorem for Jacobi hypergroups on \([0,\infty [\) ⋮ Central limit theorems for multivariate Bessel processes in the freezing regime ⋮ Limit theorems for multivariate Bessel processes in the freezing regime

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